If your site is on a VPS or Dedicated server then you'll have to Either port forward the rose ports & your websites host ip, or go through your firewall settings and allow your websites host ip address through it, if your running windows 7 on a windows 2008 server then you can easily do this by:
Select: Windows Advanced Firewall or Windows Firewall
Create a new Excepion ( should be on the right if i remember )
Type in your Websites ip address or host ip for your website
Make sure that it allows the ip address range i.e: 195.165.2.0 > 195.165.2.255, this is the full range for this ip from digits 0 > 255
If not, take a look inside your Config.php and make sure that the database host ip matches the one that your current website is using.
There are a few guides lying around somewhere on here, mainly in the Server set up guides there is link backs to guides on how to port forward, but from what your saying, i'm guessing you already have web space and you want your website to connect to your server.
Are you getting any MySql Error like:
- Warning: mysql_connect() [function.mysql-connect]: Access denied for user 'abobot_admin'@'localhost' (using password: YES)
Are you using Xamp,Lamp,Wamp or IIS?