>I used to be able to right click on my desktop, and create a new "Microsoft DataLink Object." That option has disappeared.
>
>I recently installed SP5, and I'm wondering if that somehow did something?
>
>Any thoughts would be appreciated.
>
>Thanks,
>
>David

Check for the existence of the following file on your system: C:/Program Files/Common Files/System/OLE DB/newudl.reg. If you find it, double-click on it and the next time you boot you will have the good old "New Microsoft DataLink" option on the desktop right click menu.

Otherwise you can follow the advice on the other replies.

HTH