Hello, to connect your VB.net project to a MySQL database you need MySQL Connector add-on for Visual Studio. Also, you need your hosting service to allow remote connections to your online MySQL database. Most hosting services won't allow you to do that for security reasons, and I'm not sure you can discuss that subject with them. They don't allow that kind of services, the only way to access those MySQL is directly on the site, using localhost.
So, you need to investigate how your hostibg service works.
You could Test using your local computer (wamp or appserv) this obviously works since you have all permissions.