CLI Connection To SQL Works, C++ Doesn't

I'm trying to connect to my SQL, and both ways I tried with CLI work. However, I have no luck with native C++, with the same string. Any ideas why? Here's the error message I get, and the source.

IM008
[Microsoft][ODBC Driver Manager] Dialog failed







Code Snippet

#include<iostream>
#include<windows.h>
#include<sql.h>
#include <sqlext.h>
using namespace std;
#using <mscorlib.dll>
#using <System.dll>
#using <System.Data.dll>
using namespace System::Data;

void main()
{
System::Data::SqlClient::SqlConnection^ cSql=gcnew System::Data::SqlClient::SqlConnection("Data Source=II.II.II.II;Initial Catalog=XXXXX;Integrated Security=SSPI;uid=YYYYY;pwd=ZZZZZ");
cSql->Open();
cSql->Close();
System::Data::OleDb::OleDbConnection^ cOledb=gcnew System::Data::OleDb::OleDbConnection("Data Source=II.II.II.II;Initial Catalog=XXXXX;Integrated Security=SSPI;uid=YYYYY;pwd=ZZZZZ;PROVIDER=SQLOLEDB");
cOledb->Open();
cOledb->Close();

SQLRETURN iRet;
SQLHANDLE EnvHndl;
SQLHANDLE ConnHndl;
iRet = SQLAllocHandle(1, 0, &EnvHndl);
iRet = SQLSetEnvAttr(EnvHndl, 200, (SQLPOINTER)3, 0);
iRet = SQLAllocHandle(2,EnvHndl, &ConnHndl);

wchar_t ConnStr[255];
wcscpy(ConnStr,L"Data Source=II.II.II.II;Initial Catalog=XXXXX;Integrated Security=SSPI;uid=YYYYY;pwd=ZZZZZ;PROVIDER=SQLOLEDB");
short ConnStrLength=wcslen(ConnStr);
iRet = SQLDriverConnect(ConnHndl, 0, (wchar_t*)ConnStr, ConnStrLength, (wchar_t*)ConnStr, 255, &ConnStrLength, 1);

long NativeError;
wchar_t*Msg=new wchar_t[10000];
wchar_t*SqlState=new wchar_t[10000];
int iParDiag=1;
short MsgLen=10000;
iRet = SQLGetDiagRec(2, ConnHndl, iParDiag, SqlState, &NativeError, Msg, 512, &MsgLen);
wcout<<ConnStr<<L'
';
wcout<<SqlState<<L'
';
wcout<<Msg<<L'
';
}