Error message: Errors in the OLE DB provider. An error occurred while loading the connection dialog box component for prompting.
Analysis Server OLE DB Provider Error
Description: This error is a bit misleading, as the issue is not the OLE DB Provider, but instead is related to the Excel 20** Service Pack 2 that's installed on the machine, which won't display the connection dialog box to connect to an Analysis Server cube.
Solution: Uninstall Microsoft Service Pack 2 or upgrade MS Excel to a later version.
*Note: This should only be needed if the user is attempting to connect to Analysis Server databases outside of the standard Office Bridge Login Page (i.e. when connecting via XLSX and XLSM files are not allowed).