When using the OData source with CRM 4.0 SP 14 and plugging the information into Excel the error message occurs.
Error: We couldn't connect to the data source. Please check your logon information. Here's the error message we got: The remote server returned an error: (401) Unauthorized.
We are currently evaluating this issue for a fix in a future service pack.
Steps to Duplicate
1. Go to Analysis > Information Library > search the affected query 2. Select the arrows to the left of the query name > select get odata link > copy the link 3. Open a blank Microsoft Excel > select the data tab 4. Select From Other sources > From OData feed 5. Paste the link in the location of the data feed 6. Enter the log on credentials 7. Select Next > Receive error message