Web Service or Remote Connection Strings? Design Question

I'm on the design stage of a Winforms App using VB. The app should consume a
SQL Server 2005 database which is hosted on a remote web server.

I'm really having problems to decide the best way to connect the app to the
database. Should I use a XML Web Service as a data layer? or a simple
connection string pointing to the remote server and use a helper assembly as
data layer?

TIA

Sergio