Thanks for your reply.....
I have allowed the following programs in Firewall :
  1. Network Discovery
  2. Windows Live Communications Platform(SSDP)
  3. Windows Live communications Platform(UPnP)
  4. Routing and Remote Access


I have also turned On 'Network Discovery' on home and public networks.
Still the same error.
The thing is I want VB client to connect my SQL Server from outside the network.So the solution is I need to manually Port Forward on router right??
By the way how this UTorrent works on my PC?How my PC gets Incoming connections routed Via Utorrent?

Within my LAN Network VB Client connects to SQL Server, Outside it doesnt.
Any other soultion for this to work from outside my LAN Network?I dont have access(username/pwd) to my Mikrotik router.So I htought I would use your code and port forward on router.. This doesnt work...