1. Open SQL Server Management Studio.
2. If the "Connect to Server" window does not pop up automatically, go to File > Connect Object Explorer...
3. On the "Connect to Server" window:
a. Select "Database Engine" for Server Type
b. Enter your Server Name (e.g. sqlXXX.webcontrolcenter.com), which you can locate in the WebControlCenter under Database > MS SQL 2008> MS SQL Admin.
c. For Authentication, select "SQL Server Authentication."
d. Enter your database Login name and Password.
e. Click connect.
4. You've now connected to your database via SQL Server Management Studio.
Note: There is an issue with the initial release of SQL Server 2008 Management Studio where an error occurs after logging in when attempting to access a shared database.
Basically, when a user attempts to connect they will receive an error stating that you do not have access to <databasename>, which will be a database name that is not yours. SQL Server 2008 Management Studio comes with a few extra columns on the Object Explorer window; the column "collation" tries to pull data from other databases in order to display the data. Since this is a shared hosting environment, the username only has access to the database it's associated with. So when Management Studio attempts to fill out the collation column, it generates this access denied message.
As a work around, you will need to remove the collation column from the Object Explorer details window, as shown below. You will need to right-click on the column header, then uncheck the option. You can then refresh or reconnect, and your database should then come up without any errors.