>I am trying to programmatically create a System DSN for a SQL database.
>I need the Login Id to be sa, no password.

Any particular reason why you need to programatically create a DSN? Why not use a DSN-Less connection instead?

Look at the function SQLSTRINGCONNECT([cConnectString]) in the help file.

nConn = SQLStringConnect('DRIVER=sql server;SERVER=(local);UID=sa;PWD=;DATABASE=northwind')
sqlexec(nConn, 'select * from customer', 'curCustomer')

Also, it is a bad idea to have an sa account with no password (as in the example above). Huge security hole. Not to mention a big exploit by the bad guys if the SQL Server DB is connected to the Internet.

See:
http://www.microsoft.com/security/security_bulletins/ms02020_sql.asp