yes, you can... i know this answer don't bother you after several years of asking this question, but i think it might help other people looking out for it.
You can achieve this using DSN less approach
For Example : connection string for SQL server DSN
oConn.Open "Driver={SQL Server};" & _
"Server=xxx.xxx.xxx.xxx;" & _
"Address=xxx.xxx.xxx.xxx,1433;" & _
"Network=DBMSSOCN;" & _
"Database=myDatabaseName;" & _
"Uid=myUsername;" & _
"Pwd=myPassword"
I have already tried it myself, however you need to have sufficient access rights
More DSN connection strings can be found Here