I'm running Splunk from localhost on a Windows 7 machine with the Splunk DB Connect Application installed.
I am able to connect to a remote DB using the H2 DB Type.
However, when I use the ODBC (more appropriate) DB Type it throws an error:
"java.sql.SQLException: [Microsoft][ODBC Driver Manager] Data source name not found and no default driver specified"
I think I need a driver for the localhost side, but do not know where to get it.
Here are the pre-reqs. with links to all db Drivers
http://docs.splunk.com/Documentation/DBX/latest/DeployDBX/Supporteddatabases
Link to set up check list:
http://docs.splunk.com/Documentation/DBX/latest/DeployDBX/Checklist
Link with instructions to install the drivers.
http://docs.splunk.com/Documentation/DBX/2.1.2/DeployDBX/Installdatabasedrivers
What RDBMS are you trying to connect to?