Using an ODBC DSN (Data Source Name) is a two step process.
1) You must first create the DSN via the "ODBC Data Source Administrator" program found in your computer's Control Panel. Make sure to create a SYSTEM DSN (not a USER DSN) when using ASP.
2) Then use the following connection string - with your own DSN name of course.
oConn.Open "DSN=mySystemDSN;" & _
"Uid=myUsername;" & _
"Pwd=myPassword"