You may want to do a DSN less connection instead of relying on a preconfigured DSN. This allows you to move and run this script to any machine with the DB Client.

use warnings;
use strict;
use Win32::ODBC;

my $DSN = "driver={SQL Server};server=myservername;database=mydb;uid=s
+a;pwd=xxxx";

if (!(my $input = new Win32::ODBC($DSN))){
        print "Failure opening connection. \n\n";
        exit();
    }else{
        print "Success (connection #", $input->Connection(), ")\n\n";
}
[download]