Connecting to MS SQL Server 2005 Yukon
For MS SQL Server 2005 (Yukonw) OLEDB provider is not "SQLOLEDB" as for previous versions, but it is "SQLNCLI" (guid is {85ECAFCC-BDD9-4B03-97A8-FA65CBE3859B}), it means "SQL native client". To connect to MS SQL Server with OLEDB Direct use:
//Provider name is now sqlncli
dsDataSource.ProviderName := 'sqlncli';
//Default installation creates instance named SQLExpress on local computer.
dsDataSource.Properties.PropertyByDescription['Data Source'].Value := '.\SQLEXPRESS';
//Use Windows authentication
dsDataSource.Properties.PropertyByDescription['Integrated security'].Value := 'SSPI';
//Database name, assume it exist. Otherwise, connect to master
//database and execute "CREATE DATABASE" SQL statement.
dsDataSource.Properties.PropertyByDescription['Initial catalog'].Value := 'OLEDBDirectTest';
Connection string is (useable for ADO too):
Provider=SQLNCLI;Integrated Security=SSPI;Data Source=.\SQLEXPRESS;Initial catalog=OLEDBDirectTest