Your problem could be the DSN setting. You havent filled in anything at all, so the install script has no idea which server it should connect to.
If the mysql database is running on the same server as your web server, try either "localhost" or "127.0.0.1", at least one of them should work. If the server is running on a different server and you have no knowledge of it's ip address, contact your webhost and ask them for the server IP.
Hope this helps.