To bring external data (external data: Data that is stored outside of Excel. Examples include databases created in Access, dBASE, SQL Server, or on a Web server.) into a Microsoft Office program, you must have access to the data. If the external data source (data source: A stored set of "source" information used to connect to a database. A data source can include the name and location of the database server, the name of the database driver, and information that the database needs when you log on.) you want to access is not on your local computer, you will need to contact the administrator of the database for a password, user permission, or other connection information.
The administrator of the database or other data source determines whether you will access data with Windows authentication or a user name and password that you type into the Data Connection Wizard when defining a connection to that data source.
Security When possible, use Windows Authentication (also referred to as a trusted connection), which uses a Windows user account to connect to SQL Server. When a user connects through a Windows user account, SQL Server uses information in the Windows operating system to validate the account name and password. Before you can use Windows Authentication, a server administrator must configure SQL Server to use this mode of authentication. If Windows Authentication is not available, avoid saving users' logon information. It is more secure for users to enter their logon information each time they log on.