I had this problem quite a while ago and if memory serves me correctly, it happened because I already had a USER DSN set up. You'll have to delete the USER DSN first and if it is not showing up in the ODBC Datasources Administrator, it may be partially set up in the registry. I remember actually having to go in and remove the entries from the registry before getting it to work. The registry should not be tinkered with unless you are comfortable doing so and you should always back it up first.
I hope that helps.