JDBC installation for servlets and jsp

Hello All,
I am trying to use JDBC for my web application. i have a book but not very detailed and cannot find a good search on google.
they have said that the ODBC-JDBC bridge driver comes with jdk1.2 or forward. and ask me to set up an ODBC data source. so i went in control panel/systems tab and then try to add SQL and then when click finish it asks me how to connect to sql server, i entered my usename and password but says connection failed.
This is my worst nightmare. please help so i can start building web application using servlets and jsp.

Let me tell you right now, you have BORING nightmares.

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