It was really a permissions matter!
Not on file system but on registry!!
For some unknown cause, maybe a security update patch, the only users that can read the dsn entry in the registry was Administrors group.
So it was enough to add the anonymous internet user to the key of my dsn (IUSR_SERVERNAME) with permission 'read' checked and the connection via asp page go!
In other machines I found the user SYSTEM, CREATOR OWNER, Power Users group, and Users group and obviously all works well.

I found the solution in at this link:
http://support.microsoft.com/default.aspx?scid=kb;en-us;Q306345

Moreover some tips can found in the Microsoft Knowledge Base article Q255084 and Q259959 (but not for this case!)

So, today my ignorance is decreased, thanks to Microsoft, Oracle and my perseverance of course! ;-)