OLEDB is a database connector "method" that allows you to connect to a wide variety of databases or database-like servers.
So the first step is to look in your load script and find the OLEDB CONNECT TO statement. This has a connection string at the end that gives the parameters that is necessary to locate and connect to the database.
If the OLEDB driver that is referenced in the OLEDB CONNECT TO statement is not installed on your computer it will lead to an error like you have. It might be other issues too - like userid and password.
If you can post the entire error message, we can try to find some further information, but generally any errors related to this tend to be related to the database or database connector, both of which are normally the same vendor, and you may have better luck finding something on their website in this case to help explain what is actually going on. We just return the error the DB Connector is throwing, so although it may seem like it is directly us, it is actually the DB side of things. Hopefully this will help you get things tracked down if you have not already.
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