Am pretty sure you don't need to create new Adapter, but rather set that attribute somehow...

I made same thing sometime ago, just found the code:

$mssql_db[$i] = Zend_Db::factory('PDO_MSSQL', $sites[$i]["mssql_database"]);

$mssql_db[$i]->quote("a"); // is possible to not be needed anymore

$conn = $mssql_db[$i]->getConnection();

if($conn == NULL)
throw new Zend_DB_Adapter_Exception('Connection failed');

$conn->setAttribute(PDO::ATTR_CASE, PDO::CASE_NATURAL);

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