Invalid authorization specification across domains

[David Kyle]

I am trying to create a pivot table, using client-side vb
script that can access a data source on a different
domain. Currently, when I make the connection, I use
prompt in the connection properties:

SQLConnection.Properties("Prompt") = 3

This works fine for creating recordsets across domains,
but when I try and use the connection string for a
datacomponent of a pivot table:

DataSourceControl1.ConnectionString =
SQLConnection.ConnectionString
Set rsd = DataSourceControl1.RecordsetDefs.AddNew
(querystring,3)

I get an error "Invalid authorization specification" on
the line above with the "Set."

Is this intended? Can I make the connection work using the
connection string generated by the prompt?

david