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In one location is our server running the Access database I'm at home and would like to connect to the Access database directly via a VisualBasic program and my ADSL connection. Not using GoToMyPC or the like.
Sounds impossible, ah well...
ADO and ADO.NET connection strings [carlprothman.net]
You could enable RRAS on the webserver and remote in but you are running a big risk.
You would be better of setting up a IPSec Layer 2 VPN tunnel and configure the VB App to connect to a local IP Address, use a very restricted Windows account and strong password.
You can use MSXML to open a file remotely, and since JET can run MDB files in whatever file extension, you can grab the file from the remote server, and then run it on your local server.
This is for sure not an efficient method since you have to download the DB EVERYTIME you attempt to access it, but I believe it will work if you must do this. By doing this you are leaving your DB open to public though.