I've read the next article
"http://www.microsoft.com/spanish/msdn/articulos/archivo/110703/voices/sql_DataPump.asp" and i've followed the steps described on it.
The model I choose was "single computer" with "Shared memory transport".
When i tried to establish a connection fro Excel the next error displays:
"Cannot establish a connection. Not found".

Any idea of this?.

Thanks