How can i connect other machine DSN with my pc without sharing using Visual Basic.....

An ODBC DSN (Open DataBase Connectivity Data Source Name) must be created on each computer that will use the end result of the Visual Basic 6.0 design process. Meaning you create the exe and the installable package and install the program on the machine and then create the ODBC DSN...

Good Luck

But i have told DSN reside on one machine at Server only...

Wrong, each computer that connects to a server/service like SQL, Oracle, etc, needs an ODBC DSN if you are not using ADO's DSN Less capability. Having a ODBC DSN on just the server will not work...

Good Luck