Database Software

Some of the document provided by Oracle seems to imply that something other than a DSN entry can be used to identify the DB in connection string:

OracleConnection conn = new OracleConnection
("DataDirectory=\\orace;Database=polite;DSN=*;uid=system;pwd=manager");
conn.Open();

The above is taken directly from Oracle documentation. However I've been unable to use this connect string (or variant) to connect to an existing DB. So my question is, is there a way to provide the DB path in place of the DSN entry in the connection string?

We have an application that dynamically creates multiple DBs. I prefer that it not have to create ODBC entries for each if it is only accessing the DB through the .Net provider.