I use a DSN-less ODBC stored in a UDL. It's basically a file with a connection string in it. Maybe the connection string will be of use. Here's an example:
[oledb]
; Everything after this line is an OLE DB initstring
Provider=MSDASQL.1;Persist Security Info=True;Extended Properties="Driver=MySQL ODBC 5.1 Driver;SERVER=mysqlsvr;UID=userid;PWD=password;DATABASE=mydatabase;PORT=3306;OPTION=18475";Initial Catalog=mydatabase