Retrieve SQL Server data from remote server

Does anyone know the ADO connection string to access a SQL Server 2005 database on another domain?.

I can access it manually through Citrix Neighbourhood but would be great
if I could access it via VBA.

I know the ADO Connection string:
Provider=sqloledb;Data Source=myServerName\theInstanceName;Initial Catalog=myDataBase;Integrated Security=SSPI;

Can connect to a SQL Server database on the same domain, but is it possible to connect to a SQL Server on a different domain?. I can access this other domain as been setup on it, hence can access it through Citrix.

Thanks,