To connect to a database without using a DSN, please see the following code samples.

DSNless Connection for MS Access

mdbfile = "/stuff/sample.mdb"
connstr = "Driver={Microsoft Access Driver (*.mdb)};DBQ=" & Server.MapPath( mdbfile ) & ";"

DSNless connection for MS SQL

"DRIVER={SQL Server};SERVER=sql-01.web.parafx.com;DATABASE= databasename _domain_com;UID=dbm_domain_com;PWD=password;"

DSNless connection for MySQL

Driver={MySQL};Server=mysql.parafx.com;DATABASE=databasename;UID=username;PWD=password;