my_conn.open error

Hi, I'm trying to connect to a MySQL database using ASP however I keep getting an error message:

Microsoft VBScript runtime error '800a01b6'
Object doesn't support this property or method: 'open'
index.asp, line 20

It's my first day trying to get this implemented and I've search around the net for answers and haven't found anything. Appology in advance if this has been answered a million times already but I'm stumpt on how to fix this.

the code is as follows, I've remove the database query stuff to save space,
<%
Dim my_conn, strSQL

Set my_conn = createobject("ADODB.Connection")

my_conn.open = "DRIVER={MySQL ODBC 3.51 Driver};"_
& "SERVER=localhost;"_
& "DATABASE=testdb;"_
& "UID=root;PWD=; OPTION=35;"

XYZ etc...............

my_conn.close ' Close database connection
Set my_conn = nothing 'obj variable released
%>

of course my_conn.open = "DRIVER={MySQL ODBC 3.51 Driver};"_ is line 20 where the problem is.

I've got the MyODBC driver installed, I can see it under the User DSN in ODBC Data Source Admin, although I was trying to create a DSN less connection, keep in mind it's my first day with all this, so I could be barking up the wrong tree, but I don't think I far off?!

Any help or pointers would be much appreciated

Many thanks

p.s.
I'm running win98, PWS(don't laugh), mysql 4.0.18, MySQL ODBC 3.51. If that helps.