Is your Arvixe web control panel configured for .NET 4?
If it fails to load web.config it is most likely a framework mismatch or a typo in web.config or user.config (which is where your db connection string should be).
In general I'm not a fan of the approach of creating site content on a local machine then uploading it. I would have just installed it at Arvixe and created the content there after installation. There is a site setting to close a site so that no-one can see the pages except the admin so that the content can be created before launching publicly.
But it should be a solvable problem once the error details are known.
Hope that helps,
Joe