ODBC Connection Problem

Hi all
I'm attempting to setup a linked server to a cache database within
Enterprise Manager. I setup an ODBC driver on the server and the
connection worked when tested.
Selected Micorsoft OLE DB Provider for ODBC Driver from the drop down
list.
Entered the data source name in the Data Source field and I keep
getting "error 7399: OLE DB provider 'MSDASQL' reported an error. OLE
DB error trace [OLE/DB Provider 'MSDASQL' IDBInitialize::Initialize
returned 0x800004005;]"
Does the ODBC driver need to be installed on the same drive as SQL?
The driver is a system DNS stored on C: while SQL is installed on
another drive.
Or am I missing some parameters in the setup?
Thanks
mike
Got it to work.
Had to set everything up on the server and not on my machine.