I have installed SQL Management Studio on my System, and trying to connect it, to a SQL Server 2008 placed out side my City, using an Internet Connection.
So far Security does not matters for me. How can I do this?? Thanks in advance!!!
There is no difference between a local or internet connection to your DBMS.. the only thing to solve is to configure the router,more precisely the NAT configuration. you must you create a new rule that redirects incoming connections to your local host...
EDIT:
Go to your router ip address and enter the login and password, then look on advanced setup or something else similar.. you will find a link to NAT configuration.
finally add a new rule(see my Screen):

i have just redirect all incoming traffic(TCP) from port 7878 to my server(192.168.1.3) behind the NAT who listen on port 7878...
Open SQL Server Management Studio (SSMS for short.)
Click File->Connect Object Explorer
Select Database Engine for server type
For server name enter the url of the database
For authentication pick SQL Server Authentication
Enter the username and password you have for the database
Basically someone will have had to provide you with the url to connect to the database (possibly including an instance name) and the username/password. It'll have to be SQL Server Authentication since you're almost certainly not on the same domain as the database server.
Also you might not be able to connect if the database server is behind a firewall or something. But I'm making the assumption your questions is about how to use SSMS...