Is this an Access Data Project (i.e. ADP) or a straight MDB with linked tables?
If it's an ADP, then you should be able to just deploy the database AFTER correctly linking to the remotely hosted database. End users would then automatically be logged in, and they would be able to proceed as always.
If this is a linked table (i.e. mdb) file, then you'll need to include some way for users to build a DSN ... Access would then update the links for you. You could deploy a DSN as well, although I've never done some. Most commercial installers include some way to do this, of course, or you could do this in your application:
http://support.microsoft.com/kb/184608There are also utilities that you can use to create these for you, but it's pretty simple to do it yourself.
Also, make sure that your SQL Server is setup to accept remote connections ... by default, it's not:
http://support.microsoft.com/kb/914277