The error is pretty clear. On your development machine you have an ODBC entry for the database you are trying to connect to. On the test machine you do not.
On your development machine go to :
Control Panels -> ODBC -> UserDSN(tab)
On that tab you will have an entry for SqlConn
. You need to replicate this entry on any system that you will be running your software on. Your database is a MySQL database so you will probably also need to install the MySQL ODBC Driver.
To make it nice for your users you can have your application install the MySQL driver with an installer and you can also add the ODBC entry programmatically. The latter can be done using either the standard API, or by hacking the registry. The API is probably the better plan.