I got it to work just fine, Geoff.  And changing the datasource to BDC is simple; I used MS' BDC metadata generator to create a link to a SQL table.  Once you have any such or similar entries in your BDC, they will appear in the data source catalog in SharePoint Designer, just like any other source of data.

In fact, if all you want to do is connect to databases and retrieve data, the BDC is overkill.  The Data View Web Part does just about all you need for most database integration scenarios.  I've, frankly, never understood the fascination that most people have with it, unless they legitimately want to use that external data as a lookup field, for example.

I have to wonder about the $1000 of your time, too, Geoff. :)  If you follow along with the steps in my TechEd presentation, you'd be connecting to RSS feeds and Web Services with data views in less than an hour.  Connecting to SQL server or BDC sources is just as simple.

Unless, of course, you're charging $1,000 an hour for your time. :)  I prefer to teach people how to use what's already in the box before resorting to any third party components.