>I think that I am messing up on the DSN. Instructions say to "create a system >data souce name on the Internet Information Server that points to a SQL >Server." How should I be doing that?

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The error is probably not related to your DSN, otherwise you'd be getting (going from memory here) something about "data source not found, and no default data source specified". But you'll still need to create the DSN on the server. Open the ODBC Manager from the Control Panel. Click on the System DSN tab. Click the Add button and fill in the dialog.

It's been a while since I've looked at that sample, but are you specifying the server name just as it is in the supplied sample? IIRC, you need it in the format of "http://myserver".