>Sorry didn't read you're reply properly. What is DSN-Less connection and how can I proceed with it? Any pros and cons?
>
You create connection string in your program, for example

lcConnStr = "DRIVER=Microsoft Visual FoxPro Driver;" + ;
    "SourceType=DBC;" + ;
    "SourceDB=C:\Program Files\Microsoft Visual FoxPro 7\Samples\Data\testdata.dbc"
lnConn = SQLSTRINGCONNECT(lcConnStr )

Pros: You don't have to create DSN's on user PC's.
Cons: The connection parameters are stored in your application. So it's better to store themv in some kind of configuration file.