Ah, screen shot looks like they are not grayed out, so if the Server and Database are grayed out that means CR can't find the client.
If you are using a 32 bit app then you must have the 32 bit client installed, if using your app in 64 bit mode, not the same as the OS, then 64 bit client must be installed.
So to be clear it depends on your application mode, if 64 bit the 64 bit client required and if 32 bit then 32 bit client required.
Don