I found some examples of DSN less connections on www.dejanews.com but they all refer to an access database, and I need to connect to SQL Server. Anyway I found the syntax so it is possible. Here it is !

lcTest = "DRIVER=SQL Server;SERVER=servername;UID=userid;PWD=password;APP=Microsoft® Visual FoxPro®;WSID=workstationid;DATABASE=databasename"
lnTest = sqlstringconnect(lcTest)
? lnTest