When trying to open a connection in Windows XP using a connection string with a silly ODBC driver, such as this:
DRIVER={carrots};SERVER=127.0.0.1;DATABASE=db;UID=user;PWD=password;PORT=3306;OPTION=3;
it fails with "[Microsoft][ODBC Driver Manager] Data source name not found and no default driver specified". All good.

But in wine it fails with "Method '~' of object '~' failed".

What's going on there?

Whatever the problem is, it's probably the cause of this issue:
viewtopic.php?f=8&t=31519

The symptoms are as if the connection string is being completely ignored when run under wine.