I've just setup a new machine (XP pro) and can't microsoft query to work. Eg in Excel I choose Data/Get External Data/New Database query. Excel then just hangs with a message in the message bar "waiting for data to be returned from Microsoft query".
I've tried uninstalling and re-installing office, without success. I have tried both 'installed on first use' and 'run from my machine' in the office setup options.