AttachDbFilename in SQL Server (not express)

I've been working with VWD Express since its Beta 1, then Beta 2 and finally the final release.
With the Beta 2 I've been worked with crystalreports without any problem in connections to SQL Server 2000.
The problem arrives now: I'm working with godaddy.com (good guys)
They tell me to connect to my databases (SQLServer 2005) with this:
<connectionStrings>
<add name="Personal" connectionString="
Server=whsql-v04.prod.mesa1.secureserver.net;
Database=DB_675;
User ID=user_id;
Password=password;
Trusted_Connection=False" providerName="System.Data.SqlClient" />
<remove name="LocalSqlServer"/>
<add name="LocalSqlServer" connectionString="
Server=whsql-v04.prod.mesa1.secureserver.net;
Database=DB_675;
User ID=user_id;
Password=password;
Trusted_Connection=False" providerName="System.Data.SqlClient" />
</connectionStrings>

But I've been always using this:
<connectionStrings>
<add name="AppConnectionString1"
connectionString="Data Source=.\SQLEXPRESS;AttachDbFilename=|DataDirectory|myMDF.mdf;
Integrated Security=True;
User Instance=True"
providerName="System.Data.SqlClient"/>
</connectionStrings>

Does it means that I cannot use "AttachDbFilename"? I mean, I can't use an attached db file?
Should I create all my tables another time? (they use a Web database Admin)
Thanks in advance.
Correct. SQL Express does not scale in a shared hosting environment. See this post:http://forums.asp.net/1108464/ShowPost.aspx