Database Wizard SQL error S1009

When I try to create an ODBC connection in the Database wizard I get the error: "Cannot set the database context information. Additional error information:ODBC Error: s1009. Database cxweba does not exist."

Note that the database name is cxwebapp_bkk. I get the same error if I connect to any database on that server, and it always truncates the name in the error message (if that is a hint to the error). 

I have this problem using both SQL Server driver (6.02.9200.116384 and SQL Server Native Client 11.0 (2011.1102.2100.60).