Perhaps interface work on the wizard is already planned. If so, feel free to ignore this. However, I do find some things confusing about the current wizard.
I could only guess what the Property Data Link button would do before I clicked it. Perhaps it should have a label like ODBC Administrator.
I find a few things about the final step of the wizard a bit confusing. I’d expect the Finish button to result in the wizard being closed and while work is being done with the wizard open, I’d expect progress indication within the wizard, not in a background window. Finally, a Cancel button should close the wizard with no changes and if it’s too late to do that, a Cancel button shouldn’t be visible.
Perhaps reviewing Microsoft guidelines would be useful. For example: http://msdn2.microsoft.com/en-us/library/ms997609.aspx