I thought this was such a great Microsoft knowledgebase article that I just had to mention it here:
What’s so good about it? One of the workarounds, which confirms something that technically-savvy users continue to deny, but that most folks seems to have known all along:
Method 2: Move Your Mouse Pointer
If you move your mouse pointer continuously while the data is being returned to Microsoft Excel, the query may not fail. Do not stop moving the mouse until all the data has been returned to Microsoft Excel.
Is this the truth, or just the result of some frustrated, outsourced tech writer having a laugh at MS’s expense?