In Visual Studio 2005, select:

Tools, Connect to Database.

That should bring up the "Add Connection" wizard as you have.

Select a working DSN as you have. Press OK, and the "Server Explorer" window in VS2005 should appear with your connection.

However, I've been able to confirm that when you try and do the same from vb.net the connection is failing. I'll advise further if I'm able to solve the problem for vb.net

thanks, Greg

further: I've been able to resolve the issue. VB.Net requires the driver to announce that it supports stored procedures. I've been able to patch around the problem and will forward an update to QA.