UDL file problems

Not sure if this is the right forum to post this kind of question, but here goes.

I recently reinstalled windows because of a harddrive crash that wiped my files, and after getting everything pretty much the way it was before, I discovered that I could no longer create UDL files! It sees them as normal text files (I create them by creating a new txt document and changing the file extension.)

After installing the service packs for both Visual Studio and Visual Basic, and reinstalling MS Office 3 times with different settings, I went to try again. Same thing. The UDL file is still seen as a regular text file. I searched all over the internet, and everywhere I go it says the Microsoft Datalink API is autoinstalled when installing VB6 or MDAC, and both are installed. I cannot figure out what the heck is wrong. Can someone give me a list of everything I need to create UDL files?