PDOException with message 'SQLSTATE[] SQLSetEnvAttr: ODBC3: 0'

This is my first attempt to use PHP/PDO/DB2 on Linux and I get the subject message when I do $dbh = PDO('odbc:company',<user>,<passwd>); Does anyone know what the cause might be? Is there a way to get more info? I am running PHP 5.1.0b3 on Linux, configured --with-pdo-odbc=ibm-db2 on top of IBM DB2 8.1. I watched while it configured and I checked it was picking up the include files it needed for db2 from the right place. I can see the PDO driver showing up in the phpinfo() page, both as an entry in the PDO box and as a separate PDO_ODBC box.