if you use File->Get External Data->Link Tables, after you identify the DSN/ODBC data source, when it provides the popup with the list of tables you can choose from, on the lower right of the popup, there is a checkbox for Save Password.
after linking the table, if you run the mouse over the linked table, it will display the connection string. I see the UID displayed in the connection string, but not the PWD. but, since it was saved with the linked table (if you double-clicked on the table, it would open up in Access without prompting for UID/PWD), I've got to believe there's a way to get at it.