You need a database that allows external access, most free hosts do not allow it.
Try x10hosting, I think they do offer external MySQL access in the free hosting.
You can then connect to it using MySQL connector(use the search function). I also wrote 1 or 2 tutorials for MySQL in VB.Net
2nd method is actually getting a database that does only allow local access (most free hosts). However, you will have to write .php scripts for it and you cannot connect to it using Navicat.