The pertinent lessons learned seem to be:

1. The SQLConfigDataSource function objects to being called when the data source already exists.
2. Putting a copy of ODBCCP32.DLL in your program directory is a bad idea. It wants to be called from the system directory.
3. Using ODBCCP32.DLL may require making sure it is not flagged read-only. This is just a suspicion.

Much of my app does use DSN-less connection, but hooking up legacy reports required getting Fox cursors out of the SQL database, and the method chosen to do that required a DSN. Since the example code you pointed me to caused me to stumble onto #1 above, thanks for your help.