Some hosting suppliers do not allow DSN-less connections, so it's always useful to know how to use them.
If I get this error message it usually means that the DSN is not correctly set up. This code works:
Set objDatabase = Server.CreateObject("ADODB.Connection")
objDatabase.Open "DSN=dbname"
where dbname is the System DSN name set up via ODBC Data Sources in Control Panel.
HTH
Pat
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