I am not crear if you are accessing the database in ICM script or IVR script.
If it is IVR script:
In IVR Admin page, Tools->Database enter the DSN and details.
In System->Engine, check if the database subsystem engine is in service. if not restart the engine.
In IVR script, in DB read properties click on refresh schema button. And I am sure you will see the DSN configured in IVR.
If it is an ICM script, then I need to check the procedure and will update you later.
regards,
Manoj Kumar Anantha