Three computers have MS SQL Server 2000 installed.
One is Windows 2000 Server ,the other two are Windows XP Professional.
The Windows XP Professional can register the MS SQL Server instance on Windows 2000 Server via Enterprise Manager
But the Windows 2000 Server can't add Windows XP's SQL Server instance ,and Windows XP can't register each other.
The ODBC DSN is the same case.
Finally I got it through google seach.
It's the Windows Firewall, add the port 1433 to exception. The problem is solved.
Window Firewall cause "MS SQL Server New SQL Server Registeration" and "New ODBC DSN " failure