How to enable Multiple Active Result Sets with ODBC?

[Amailer]

Hey,
Does anyone know how to enable "Multiple Active Result Sets" with ODBC when I'm using the ODBC Data Source Administrator to create the connections (no DNS).

There is no setting in the Data Source Administrator to enable this and I can't find an INI where the data sources I created are stored. I checked the registry and tried adding:
MARS_Connection = yes
But it still reads as not enabled.

Thanks
P.S. Actually, I found an ODBC.ini and tried adding it there, no luck.