I am using the Package and Deployment Wizard for my
application.

Here is where is gets stranger. I installed my co-workers
app on the same server. It uses an almost identical connection
string. His application connects. I then try my app again thinking maybe
his installation installs some resources mine doesn't, but my app still doesn't work.

I will try installing the MDAC and let you know if that works.

Thanks for your input.