A ver si sirve:
#If Win32 Then
Dim intRet As Long
#Else
Dim intRet As Integer
#End If
Dim strDriver As String
Dim strAttributes As String
'usamos el driver de SQL Server porque es el mas comun
strDriver = "SQL Server"
'Asignamos los parametros separados por null.
strAttributes = "SERVER=SomeServer" & Chr$(0)
strAttributes = strAttributes & "DESCRIPTION=Temp DSN" & Chr$(0)
strAttributes = strAttributes & "DSN=DSN_TEMP" & Chr$(0)
strAttributes = strAttributes & "DATABASE=pubs" & Chr$(0)
strAttributes = strAttributes & "UID=sa" & Chr$(0)
strAttributes = strAttributes & "PWD=" & Chr$(0)
'Para mostrar el diálogo usar Form1.Hwnd en vez de vbAPINull.
intRet = SQLConfigDataSource(vbAPINull, ODBC_ADD_DSN, strDriver, strAttributes)
If intRet Then
MsgBox "DSN Creado"
Else
MsgBox "Fallo en la creación"
End If