ColdFusion DSNs error when you try to add them with the error:
"Failed to set DSN record. Reason: The request failed with HTTP status 404: Not Found."
But when you try to create the DSN manually with the same details, it works fine.
This is most likely because you have not downloaded the CFMX API from the WebHost Automation site, which will allow Helm to talk directly to ColdFusion in order to create DSNs.
1.) Download the API files here: http://download.webhostautomation.net/CFMX/adminapi_enc_Helm4.zip
2.) Place them in this location: C:\Inetpub\wwwroot\CFIDE\adminapi
3.) Edit the ip.cfm file to include your local IPs on the server, (which Helm will then used to communicate with CFMX).
Once done, you should be able to create ColdFusion DSNs. If you still have issues, contact your support provider.