There are many hosts that offer MS SQL Server as a database option- many of them are configured so that the DBMS cannot talk to the outside world, but only to local host. The reason for this is that in the case that there's a vulnerability in SQL Server, the bad guys still can't get to it. But even in those cases, as long as you have a non-shared solution, they will configure it as you ask- but IMO this is a bad decision. The better way architecturally to do this IME is to have a webservice that talks to the DBMS, and access the web service from your application.
