How can we use shared mssql database in windows application?

Question

I have created windows form application and I want to use live ms sql database(shared hosting ms sql database) instead of local ms sql server database. I have made connection using below connection string:
<b>Data Source=seevername;Initial Catalog=databasename;Persist Security Info=True;User ID=userid;password=password;</b>
with live ms sql database but it's respond is too slow.
Is there any way to communicate fast with live ms sql database?
Thanks in advanced.