No you don't :-) You may connect without a DNS. From the DBD::ODBC's docs:

Connect without DSN
The ability to connect without a full DSN is introduced in version 0.21. Example (using MS Access):

my $DSN = 'driver=Microsoft Access Driver (*.mdb);dbq=\\\\cheese\\g$\\
+perltest.mdb'; 
my $dbh = DBI->connect("dbi:ODBC:$DSN", '','')
  or die "$DBI::errstr\n";
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HTH, Jenda
Always code as if the guy who ends up maintaining your code will be a violent psychopath who knows where you live.
   -- Rick Osborne

Edit by castaway: Closed small tag in signature