Simply it does not create the connection and it does not show error message.
It seems that the MDAC is not being installed correctly.
>It would be helpfull if you provide error message.
>
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>>I have one computer with win XP sp2, and it not connect to SQL Server with ADO+OleDB Connection.
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>>I connection with odbc driver without problems !
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>>I create file with extension .UDL, and the S.O. don't open the file connection !
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