Hi,
If this is a 64 bit machine do the following.
Go to %systemroot%\Windows\SysWoW64 folder (Example - Click Start -> Run -> C:\Windows\Syswow64 and click on OK)
Locate Odbcad32.exe & double click on the file
Click on System DSN Tab
You will find the "SymantecEndpointDSN" listed in the window.
Now click on the CONFIGURE button and proceed with the configuration of the DSN for the Symantec Endpoint Protection Manager