One of my friends was wondering if there was a way to easily create an ODBC automatically with a .Net Setup project, so as to minimize manual configuration changes. Well, there is, ODBC connections are stored in a registry key
HKEY_LOCAL_MACHINE - SOFTWARE - ODBC - ODBC.INI
ODBC Data Sources - contains instance of each DSN, which corresponds to a DSN key in the folder.So to create a ODBC connection on the fly, all you need to do is add registry keys to the setup project. For example: Northwind is defined as DSN for Microsoft Sql Server

If you look at properties of Northwind, you'll find, driver, database, server etc... defined which corresponds to the connection. This configuration of registry can be used in the setup project to create DSN dynamically.