Just in case anyone’s having the same problem as the one described below…
When using the Server Explorer in VS.NET, whenever I went to add a new data connection, a popup would appear saying “Unable to add Data Connection. Some program files are not properly registered on your machine. Run the Setup program again”.
Well, I’ve got SQL Server 2000 locally, VS.NET was on complete install, nothing seemed to be missing. However, after an email to Microsoft Support, the problem seems to be that Office 2003 removes 2 DLLs required by VS.NET and makes local copies of them (I guess so they can be sure of the correct version being used). Anyway, simply copy the files “MSVCR71.DLL” and “MSVCP71.DLL” from the directory “[Program Files]Microsoft OfficeOFFICE11VS Runtime” into your “WindowsSystem32” directory. Make sure they’re “71” not “70” as I originally did!
Reboot VS.NET and Server Explorer should work a treat. If not, cry :)