You need to install the ODBC drivers.
Download and install MDAC 2.8*
"Microsoft Data Access Components (MDAC) 2.8 SP1"
If it still doesn't show up run ...
odbcconf.exe /F odbcconf.rsp
In the <windows/winnt>/System32 folder. This rebuilds the list in the
[* Normally ODBC drivers are installed separately and MDAC is for OLE
DB Providers only. However, SQL Server is the exception. Both ODBC and
OLE DB providers and drivers are supplied.]