When creating a User-defined datalist the error : "conversion failed when converting from a character string to uniqueidentifier" may occur.
This may be caused by a result field in the source query being improperly used. Remove half of the fields and preview the results. If you continue to get the error remove half of the left over fields. Continue until you have located the offending field. You may start over at any time by closing the query and not saving the changes.
Steps to Duplicate
Open the query being used for the datalist and click on the "Preview results" tab. Note the error : "conversion failed when converting from a character string to uniqueidentifier"