I've been using this blog post to set up the SQL Server Performance Dashboard reports. However, I can't follow it completely; there's a section that tells me "We need to modify the existing data source to be an embedded data source as using expressions in connection strings is not supported with shared data sources." However, I can't find a way to do this; I only seem able to use shared data sources. They have two screen shots of the data source dialog box, but the second one seems to have grown a couple of options that I don't have.

I'm probably missing something blindingly obvious, so does anyone fancy pointing it out to me?

I'm using SQL Server Business Intelligence Development Studio as found in the tools for SQL Server 2008, which opens up in Visual Studio 2008.

Thanks...