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I need to enable people to import the data they need from an SQL Server database into Excel Web Services in SharePoint. They should be able to choose certain parametres for the query. So, for example, one person might want to limit the data for Projects 12, 53 and 87. The database can be very large so importing the whole database and then filtering is too inefficient.

I already tried several options and I know that Data Validation lists, ActiveX Control items, VBA code and custom MS Queries with parametres do not work in SharePoint. I believe I can use PerformancePoint filters to get the list of choices for a field, but I don't know how to apply them to an SQL query in Excel as a parametre.

Just to make it clear, the data has to be imported while in SharePoint and a copy of the populated Excel file will be opened locally for analysis. This is due to SQL Server access permission issues.

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