You are attempting to connect to your MySQL database from your .net code using ODBC. Your error message is telling you that you haven't created an appropriately named ODBC data source object (DSN). You can do that with the ODBC Data Source Adminstrator control panel if you need to.
If I were you I would use Connector/NET instead of ODBC. It performs better and it isn't quite such a pain in the neck to configure correctly.
You can download the install kit for it here. http://dev.mysql.com/downloads/connector/net/
You'll need to change your code for this. But, it's worth it! Seriously! Your code will end up looking like this.
using System;
//etc etc
using MySql.Data.MySqlClient;
//etc etc
namespace myapp
{
class Myclass
{
static void Mymethod(string[] args)
{
string connStr = "server=server;user=user;database=db;password=*****;";
MySqlConnection conn = new MySqlConnection(connStr);
conn.Open();
string sql = "SELECT this FROM that";
MySqlCommand cmd = new MySqlCommand(sql, conn);
using (MySqlDataReader rdr = cmd.ExecuteReader()) {
while (rdr.Read()) {
/* iterate once per row */
}
}
}
}
}