Hi Thomas,
You said you are using Server 2014 Express, you need to install the Client for SQL Server 2014 which should be the MS SQL Native 11 or possibly 12, we don't actually support SQL 2014 yet.
Actually didn't MS announce it no longer supports OLE DB with that DB Server? I think it's ODBC only.
I don't know if the Client tools come with SQL Express so check MS's site for more info.
When you create your connection you should see MS SQL Native 10 or 11 or 12, use one of those. The MDAC MS SQL Native driver is not fully supported with SQL above 2000.
Easiest place to find it is in the ODBC administrator under Drivers Tab
Don