Is it possible to connect to SQL Server server through proxy (http) using SQLSERVER oledb provider?
How can I specify proxy address and port in connection string if it's possible?
What nonstandard methods to bypass proxy you'd recommend if it's not possible?
This article seems specific to MS ISA servers, but the theory may hold.
2008
http://msdn.microsoft.com/en-us/library/ms190801.aspx
2005
http://msdn.microsoft.com/en-us/library/ms190801%28SQL.90%29.aspx
edit:
Perhaps a sql 2005 web service would fit your needs? http://technet.microsoft.com/en-us/library/ms345140%28SQL.90%29.aspx
It won't give you normal odbc functionality though. You shouldn't be exposing your SQL server to the internet btw.
Also, see comment.