Can't export data into excel

[Gregg Gourde]

I am trying to make a pivot table with excel and used this webpage for help:
http://www.enduserguides.com/software/office/mso/eug_mysqlodbc.html

While setting up data sources (ODBC) I tested the connection and it said 'connection successful.'
Then in excel I followed the instructions from the above website, and again in the data link connection panel I tested the connection and it worked.

Then the problem occurred when I tried to import the data. I got the following message:

Initialization of the data source failed.

Check the database server or contact your database administrator. Make sure the external database is available, and then try the operation again. If you see this message again, create a new data source to connect to the database.

Any ideas?
Thanks,
Gregg