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Default Connection to external data sources in Excel

I created a worksheet in which I am pulling data from SQL 2005 via stored
procedure (with worksheet level connection string and trusted connection).

In the 'Connection Properties' I am specifying the connection string and the
name of the stored procedure.
I can go and click on the data region (table that was retured by the call to
the Sql), then on the 'Data' table -'Connection Properties' (which is
enabled if the Excel has defined connection information).
Everything is working fine and as expected.

However, I have noticed on several occasions that sometimes Excel 2007 is
"dropping" the connection information (and connection string itself)
disabling the 'Connection Properties' under 'Data' tab. So in order to
recreate the data pull I have to start from scratch (Define connection
string, etc).

I am not an Excel wiz, so I could be doing something wrong here.

Any ideas greatly appreciated.

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