Multiple-step OLE DB operation generated errors. Check each OLE DB status value, if available. No work was done

I had a similar issue when opening a connection with the following connection string:

Data Source=.\SQLEXPRESS;Initial Catalog=master;Integrated Security=True

Changing Integrated Security=True to Integrated Security=SSPI in the connection string fixed the problem.

This can be the result of the error in your connection string. You should try to add

Persist Security Info=True;

Or you might have problems in your registry with your OLE DB provider, which must have OLEDB_SERVICES record. In the registry under HKEY_CLASSES_ROOT\CLSID, find the CLSID of the OLE DB provider and add the following registry value:

Value Name: OLEDB_SERVICES
Data Type: REG_DWORD
Value: 0xFFFFFFFF

See http://support.microsoft.com/kb/269495 for more information