Bruno, I too have had this problem. It seems as if Mac OS X has some real problems connecting to MSSQL, which isn't too much of a surprise I guess. The way that I develop on Mac OS X may be crazy or over-complicated, but I find it works well for me:
I set up a Ubuntu Server virtual machine in Parallels, set it to use Bridged Networking, give it an IP address, then install and configure pyodbc and freetds. Both of those can be installed via aptitude. I've done it a few times, so it only takes me about 10 minutes to set up a web2py installation in a virtual machine. I also develop from multiple Macs, so I have a copy of the virtual machine on each Mac, and I use Dropbox to sync the code between each computer. I've been developing this way for about a year now, starting with Django, and haven't found any problems with it yet. Plus, I am targeting Linux as the production server for my app when it's complete, so if there are any quirks, I'll know about them before putting the app into production. Hope this helps, and if you need a more detailed setup guide, I actually have some instructions I wrote down for setting up and configuring a virtual machine for web2py development. @Annet: Bruno said MSSQL, not MySQL. Everyone seems to get those two confused because of the similar spelling, though.
