Edit: I forgot to include my answer: cannot be done.
Not the answer you want to hear, but i am going to guess that it is an intentional bug - and you will not convince Microsoft to fix it.
i can confirm that user supplied passwords work for:
- Microsoft.Jet.OLEDB.4.0: Microsoft Jet 4.0 OLE DB Provider (works)
- MSOLAP: Microsoft OLE DB Provider for Analysis Services 10.0 (works)
- MSDASQL: Microsoft OLE DB Provider for ODBC Drivers (works)
- MSDAORA: Microsoft OLE DB Provider for Oracle (works)
- SQLOLEDB: Microsoft OLE DB Provider for SQL Server (works)
- MSDataShape: MSDataShape (works)
- SQLNCLI: SQL Server Native Client (works) (Released with 2005)
and fail for
- SQLNCLI10: SQL Server Native Client 10.0 (fails) (Released with 2008)
- SQLNCLI11: SQL Server Native Client 11.0 (fails) (Released with 2012)
It looks like Microsoft's broken by default policy again.
Bonus Reading
More of Microsoft's broken by default things: