Working with multiple databases in your scripts can be a pain at times as Ligaya Turmelle found out in getting a PDO connection working to a SQL Server in one of her scripts.
My DSN just was not right and wouldn't play - my host string was off and any permutation I used wasn't working. Looked at the PDO docs, the DSN docs in the manual, connectionstrings.com and no love.
Her final fix involved setting up an "instance" of her SQL server to point to the host. Her code is included.