Yeah, the problem described in the FAQ is exactly the problem that I'm getting. I already have a system DSN set up, called MyDSN. I checked for duplicate names, but still the same problem. The error that I'm getting is

.-1032[Microsoft][ODBC Microsoft Access Driver] The Microsoft Jet data
+base engine cannot open the file '(unknown)'. It is already opened ex
+clusively by another user, or you need permission to view its data.
[download]

And it is running on Windows NT, IIS 4.0. And ActivePerl.