You need to download the correct JDBC driver from here http://www.microsoft.com/en-us/download/details.aspx?displaylang=en&id=11774
If that link doesn't work, search the web for "mssql jdbc driver"
Once you get the specific driver
The Microsoft JDBC Driver 4.2 for SQL Server is JDBC 4.2 compliant and runs on the Java Development Kit (JDK) version 5.0, 6.0, 7.0, and 8.0.
The Microsoft JDBC Driver 4.1 for SQL Server is JDBC 4.0 compliant and runs on the Java Development Kit (JDK) version 5.0, 6.0, and 7.0.
The Microsoft JDBC Driver 4.0 for SQL Server is JDBC 4.0 compliant and runs on the Java Development Kit (JDK) version 5.0 or 6.0.
Then put it into ..\Splunk\etc\apps\splunk_app_db_connect\bin\lib
Restart Splunk and it should be good to go.
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