Have you read and done this?
Quote:
STEP5. - ODBC (DSN) Setup
Open control panel, goto "Administrative Tools" then, "Data Sources (ODBC)". A window will popup. Click "System DSN", Then Add. You need to add 2 SQL Native Client 10.0; entries (The driver comes with MYSQL2008 so you have to install it first). One with the name login01 and one with the name game01.
Examle;
Name: login01
Description:
SQL: 127.0.0.1\SQLEXPRESS
The default SQL server is 127.0.0.1\SQLEXPRESS.
Hit next. Leave the "With Intergrated Windows Authentication" button check, make sure there's a check in the box at the bottom and hit next. When you reach the final step in the creation of the DSN. There will be a check box to change the master database. Check the box and select your master database. SET IT TO "WARROCK_DBF". I'm not real sure if that part makes a difference, but I'm playing it safe here and it works for me.
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