Trying to connect PowerBI to Database sitting on a server

First time I am using PowerBI and trying to get the data source working.

What I am doing to connect at the moment:

1. Click on 'Get Data'
2. Select 'SQL Server database'
3. Where it says Server I enter server(ip address name) and the SQL instance name on the server e.g. 1.1.1.1\MSSQLSERVER

Its weird because sometimes it takes me to the next page where the options displayed are Windowsand Database. I have tried using the login I would use on remote connection to get into the server but no luck. It throws the error:

Details: "Microsoft SQL: A network-related or instance-specific error occurred while establishing a connection to SQL Server. The server was not found or was not accessible. Verify that the instance name is correct and that SQL Server is configured to allow remote connections. (provider: SQL Network Interfaces, error: 25 - Connection string is not valid)"