What driver are you using for the DSN? If memory serves you can’t create a DSN using the SQL 2005 driver and give it the failover server’s information. The SQL 2008 driver includes this ability. Try downloading the SQL 2008 driver from the Microsoft site and installing that, and changing the DSN to use this new driver. Then see if there’s an ability to add in the mirror database server’s information.
Without putting this information into the DSN the DSN doesn’t know where the other server is without the server that it knows about being online.