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Default Fetching data from WCF/Web service?

I am thinking about developing a WCF or web service to provide data to Excel
clients. Is it possible to import data from asuch a service into an Excel
2007 spreadsheet? If so, I have a few questions:

1) how do I make the connection to the WCF/web service from within Excel?
2) what format(s) can the data be provided in that Excel can work with?
3) what security concerns will/should I have?

Does anyone have any useful links?

Thx

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