VB gurus,

I am encountering a problem when trying to perform an exercise that is included in VB Online Help. Part of the exercise is as follows:
"To create the Northwind OLE DB data source:

1.Open Windows Explorer, or Windows NT Explorer.


2.Open a directory where you want to create the OLE DB data source. In this example, open Program Files, Microsoft Visual Studio, and VB98.


3.Right-click the right pane of Explorer, and then click New on the context menu. From the list of file types, click Microsoft Data Link.


4.Rename the new file Northwind.UDL."

The problem is that I don't get the option of choosing Microsoft Data Link when the list of file data types is displayed. It is not there. Does anyone know why?