Hi there. I'm looking at Tutorial 11-1 and I'm not sure what part is not working for you. I dont' see an instruction that tells you to select Set Data Source.
Re the part with inserting and updating data, are you using SQL Server? Other databases don't give you the ability to use insert and update statements. Also, if you aren't using SQL Server, make sure you use the ODBC driver for your database. This typically gives you more functionality than OLE DB.
Does this help?