Spent too much time this morning troubleshooting this error when attempting to setup a linked server in SQL 2008 Express to a MySQL database.
Cannot initialize the data source object of OLE DB provider "MSDASQL" for linked server "LINKEDSERVERNAME".
OLE DB provider "MSDASQL" for linked server "LINKEDSERVERNAME" returned message "[Microsoft][ODBC Driver Manager] The specified DSN contains an architecture mismatch between the Driver and Application". (.Net SqlClient Data Provider)
The simple solution to my problem was to uninstall my 32-bit driver and instead install the 64-bit Connector/ODBC driver. For those of you looking for additional help on how to configure a linked server connection to MySQL, see HOWTO: Setup SQL Server Linked Server to MySQL and How to create a Link Server for mySQL in SQL Server Management Studio (SSMS) in SQL Server 2005.