When using Excel 2007 to access Analysis Services in Windows Vista. “The Data Connection Wizard cannot obtain a list of database from the specified data source”.
Before you can hit this error you must build an OLAP cube (http://msdn2.microsoft.com/en-us/library/ms174896.aspx).
To make this happen
1. Start Excel 2007
2. Click Data tab from the ribbon
3. Click From Other Sources
4. Click From Analysis Services
5. Type in the SQL server name to the dialog box then click Next
You should get the message “The Data Connection Wizard cannot obtain a list of database from the specified data source” now.
Actually it is not that hard to solve this. Locate the installation folder of Excel 2007. For me the path is C:Program FilesMicrosoft OfficeOffice12. Right click EXCEL.EXE, click Run as administrator. Repeat the 5 steps above and you should not see the error again.