I open it and i have no Data Source configured here.

I configured a SQL Server called MSSQL (in System DSN) and it worked ( the test was successful )and i'm still getting "access denied"

Should i change my code?

Yes, it should use that System DSN with this

my $DBH = DBI->connect("DBI:ODBC:MSSQL",$user,$pass) or die "Couldn't 
+open database: $DBI::errstr\n";
[download]

poj

Thanks it returned no error!