OK, finally got it working so thought I would post back in case others have similar issues.
After more unsuccessful googling and giving up on linking the servers, I thought I would try reinstalling WWF on the
*local* computer.
When I tested the database connection using ODBC 3.51 it failed (this is what WWF is using on the hosted server). Once I selected 5.1 the connection test was successful.
I guess this could mean that my host has 3.51 installed whereas my local machine has 5.1?
In any case, I'm happy again