Connecting through OLEDB

I'm having trouble connecting though OLEDB. I've attached my code below and the err I'm getting. What's the reason why I can't seem to connect.

Code:

---

Dim cn As OleDb.OleDbConnection
        Dim strDSN As String
        Dim dsn As String

        dsn = "Rebates"
        strDSN = "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=" + dsn
        cn = New OleDb.OleDbConnection(strDSN)
        cn.Open()

        cn.Close()

---

my error is ...

An unhandled exception of type 'System.Data.OleDb.OleDbException' occurred in system.data.dll

I'm using ODBC and Rebates is my DSN

Thanks.

for ODBC dbs , use ODBC provider .