When testing connections in Target/Source, the pre-message, the error message, or there should be a field on the vertical view that informs the user what is being tested in order to validate the connection.

This probably also applies to Admin/DataSources  (ALL connection possibilities should be tested when testing connection in Admin/DataSource)

Items to test, or know may include DSN, Connection String, DSN + User/Password, Other connection parameters.

Larry Rich has indicated that connection type drivew which security/connection model is used when doing the test connection.