Is it possible to have a VB application on your local machine and connect to a Database on an internet Server?

Say I upload a DB to my home page, can I build an app that can intereact with it? All I want it to do is log on to the internet to DB-1, and have it read another DB(DB-2) on my local machine to retrieve a recordset that will be appended to a table on DB-1.

Is this possible? How would I code such a connection?