|The first step is to check the firewall on the computer hosting SQL Server to make sure that it is letting connections through. Have a look at this article. You need to build in an exception for the ports that SQL Server uses. |
There is an article here which lists some other common causes of connection problems (funnily enough, it doesn't mention the firewall, which is the first thing that I would look at).
If none of the suggestions there helps, then Google "MS SQL Connection Problem"; you'll find a lot more hits with many more suggestions.