I had this problem last month.  This was the answer given to me by a member
of adsm-l and it worked:

   Add the following to your autoexec.bat. At least it fixed it for me on
WIN95.....

REM For ADSM ODBC Support - Added 06/29/98
SET DSMG_DIR=C:\WIN32APP\IBM\ADSM\ODBC\ADSM


> -----Original Message-----
> From: Forgosh, Seth [SMTP:sforgosh AT TIAA-CREF DOT ORG]
> Sent: Tuesday, November 10, 1998 1:25 PM
> To:   ADSM-L AT VM.MARIST DOT EDU
> Subject:      SQL
>
> Has anyone been able to query their ADSM server via ODBC? If so, please
> let
> me know how. I only get an error that claims not to be able to find the
> message repository and there is little of no documentation. Thanks.
> Seth Forgosh