The "no database selected" can mean a couple of things:
1. Make sure that you upload the Connections folder from your local copy of the site to the remote server.
2. The connection defined for some reason does not work on the remote server.
The second one should be easy to figure out by double checking the info supplied by the web host against what you're using. Remember that some hosts do not allow for remote connections to their databases, so you may have a local connection and a connection file that you're supposed to use on the remote server.