Excel 2000, 2003

I've built an app that connects to sql and does various things. On some
machines it works just fine, on other machines it throws an error. The
error occurs when I attempt to connect to sql. The error is:
Run-time error '-2147467259 (80004005)';
Automation error
Unspecified error


My connection code is below.
Sub Connect()

Set rs = New ADODB.Recordset
Set cn = New ADODB.Connection
sADOConnect = "DSN=MyDSN;UID=MyUID;PWD=MyPwd"

With cn
.CursorLocation = adUseClient
.ConnectionString = sADOConnect
.ConnectionTimeout = 180
.CommandTimeout = 180
.Properties("Prompt") = adPromptCompleteRequired
.Open
End With

End Sub

Can anyone tell me what is causing this error, and how I can get around it?

Thanks, Andre