ADO.NET 1.1 (Including SqlClient, OleDb, Odbc providers) uses MDAC to communicate with Sql Server. You must install 2.0 to use the new SQL 2005 features like MARS.
You can also get those new features with SQL Native Client if you are using OLE DB or ODBC (applications using native-code APIs). You indicate you want MARS support by using the connection string "MARS Connection=True". In ADO, you can also use "Provider=SQLNCLI;MARS Connection=True" in the connection string.
OleDbConnection is merely a class of ADO.NET managed provider.
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