This will occur if you have the Excel sheet open when you are trying to create the data sources. To resolve it, either:
1. Close the Excel file and setup the data source again
2. Enable Workbook Sharing in Excel. To do this, perform the following:
a. Open the Excel 2007 workbook.
b. Click the Review tab.
c. Select the Share Workbook button.
d. In the Share Workbook window, check the “Allow changes by more than one use at the same time” option under the Editing tab.
e. Click OK on that screen, and OK on the following confirmation box.
f. The workbook is now shared and will not have exclusive access anymore.