Well, the problem with code samples is they don't always use the Northwind or other databases that are already created in SQL Server. There wasn't nothing available that specified for you to create a data source? I've never seen a DSN referenced like that before.
I've always put the connection string in the web.config or app.config file and referenced it there. That way it can be easily changed, and you never know what or what you don't have access to.
Hope this helps,
Brian
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