YOu can't just create the DSN. You must also create a Database Name. You use both the dtoDSNs and dtoDatabases. You'll use the Add method in both collections. First, you need to create the database using dtoDatabases.Add and then you use that database in the dtoDSNs.add method.
Take a look at the
VB 6 code I pointed to. It should give you and idea of what needs to be done.
I don't have any code in C#.