You most likely do need to create a DSN or use a DSN-less connection. The error message is very non descriptive, so that may or may not be the problem.
Your friends over here at WebAssist! These Dreamweaver extensions will assist you in building unlimited, custom websites.
These out-of-the-box solutions provide you proven, tested applications that can be up and running now. Build a store, a gallery, or a web-based email solution.