I have vb.net 2012, don't know if it's the same as vb 2005 or not. Can you connect using local access? If yes, map a drive from your computer to the computer hosting the database then in vb set up the database just like you did for the local computer. Since MS Access doesn't run as a service you can't just tell vb the ip address and port number like you could with MySQL or MS SQL Server. MS Access is a poor substitute for a real database server.
May I also point out that sharing the db over the internet is not a good thing?
It's not a good thing to do it with proper dbs if no other measures are taken, but to share the folder holding the file is even worse.
Either use a VPN over the internet, or just don't do it with access - or even don't do it at all.
you are right, he did say internet. I guess I just wanted to hear LAN. I know of no way to access MS Access on the internet, that doesn't mean there isn't a way to do it. MS Access was never intended to be accessed like that.