can’t help with why the type won’t convert, but to access the mssql manager try replacing the url with http://torahmitzion.org/MSSQL/app/connect.aspx - you will be prompted for your hosting account login and password.
This is a SQL Server restriction; you can not use an alter statement on a text (or image, ntext, or timestamp) field. However, since you don’t have any data in the table, you can just drop the column and re-add a new one with the proper type, like this:
ALTER TABLE dbo.tblThread DROP COLUMN Message
ALTER TABLE dbo.tblThread ADD Message NTEXT COLLATE SQL_Latin1_General_CP1_CI_AS