>>You can create empty file with '.udl' extention using any text editor and than double click on it.
>>
>>>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
>
>Sergey,
>
>This itself won't place the option on the context menu for the desktop (or other "New" menus). That's why you need to add the registry entry.

That's correct but you can create "Microsoft DataLink Object" this way w/o making changes to the registry.