DNS-less connections are fairly common on websites that make use of Microsoft Access.  While DSN-less connections to file based databases are convenient in that they do not require access to the server in order to configure DSN connections, there are security implications associated with DNS-less connections.  The main issue is that the DNS-less connection will usually contain the filename of the database, making it much easier for a malicious user to find the filename of the database should they be able to gain access to the website's source code.

See the section "Secure your Access database" below for other suggestions about improving the security of Microsoft Access database driven websites.