Finding The DSN To My Database?
A DSN (data source name) is an indirect way of referring to the database. You have to create them manually (or semi-automatically using a wizard of some kind). Go to ControlPanel->AdministrativeTools->DataSources (ODBC) to see if one has already been defined for the database to which you want to connect.
But I think you might mean "connection string", not "DSN". There are many, many ways to tell ADODB how to find and connect to your database (DSNs are just one of those), but you always need a connection string.
I have often turned to ConnectionStrings.com to help me through the maze of similar-but-not-identical options.