In Excel 2007 and 2010, it supports importing data from various data sources, e.g. SQL Server, Analysis Services, etc. But it does not support importing data from “Web Services”. Importing data from Web Services functionality is great to have, so it will save user time to write VSTO code or VBA code to call web services.
Before closing, Excel prompts the user to save any unsaved documents. Sometimes the wrong sheet is shown behind the save dialog; this can be very confusing.