>>The cursor must be created in advance, I believe. I don't remember where he lists column1, etc. Can you show the relevant piece of code?
>
>When I execute the program again a test (small) excel file, after a few seconds, I get the Select Data Source window. Is this how this program is suppose to work?

No. My colleague was having the same problem and this is what fixed it for him (and for me, although I had a different kind of problem):
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I’ve been able to solve this problem. See Paul Clemens reply in this thread http://social.msdn.microsoft.com/Forums/en-US/adodotnetdataproviders/thread/d5b29496-d6a1-4ecf-b1a4-5550d80b84b6

Go to http://www.microsoft.com/download/en/details.aspx?id=13255 If you have Office 2010 64 bit you can download both links. First installs OleDB 64 bit. The second needs to be run with the /passive mode using command line and it installs OleDB 32 bit for office 2010.