Sorry maybe my last post was not clear.
If you are using a shared database server you would have an SQL Server login that has access only to your own database and not all the databases on the same server.
You would connect to the database server using your login that is granted access to your own database.
For example for customers who have SQL Server Databases on our shared hosting would connect with SQL Server Studio Manager using the database server host name of the database server their database is on and the username and password of their database they wish to connect to. They would then have access only to their own database and not to any of the other databases on the same server.