No connection to SQL Database - VB.net

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Hi all,

I have problem with my sql connection, or sql port. I would like to connect with my VB.net application to sql database placed on my server (external machine). Normally, when I'm connected to normal net - everything works great. But when I'm trying to connect with the application to SQL database while I'm on Dual VPN net - ther's no connection.

Error appear:
System.Data.SqlClient.SqlException (0x80131904): A network-related or instance-specific error occurred while establishing a connection to SQL Server. The server was not found or was not accessible. Verify that the instance name is correct and that SQL Server is configured to allow remote connections. (provider: SQL Network Interfaces, error: 26 - Error Locating Server/Instance Specified)

and my connection string is like:

  Sub Connection()
        cnn.ConnectionString = "Data Source=SZYS2\MORSERVER;Initial Catalog=TimerTool;Integrated Security=True"
        'cn.ConnectionString = "Provider=" & provider & "; Data source=" & strDatabase
        cnn.Open()
...
...

I was trying to check the ping with telnet - no connection. The thing is, that to the shared folder on the server, where SQL is, I have access even when connected to Dual VPN...

I was thinking about - to put direct path to the database, but it's not working as well...

Any suggestions guys?

Thanks in advance!
Matt