>Once again, however, the installation blew away my ability to create a udl link from the New menu from the Desktop or Windows Explorer. The reason being (this) time, the installation blew away the ShellNew key in the registry. Why does this do this ^(%@*!?

Believe it or not, there was actually a rational for this. I've long since forgotten what the stated reason was, but the MDAC (or was it Windows?) team thought they had a good reason to change it. Something to do with simplifying the interface, I think.

If one does not care to fiddle with the registry, the hack I use is to just create a new text file from the shortcut menu, then change the extension to .UDL. Windows knows what a .UDL is, even if it won't let you create one directly.