Microsoft SQL Server 2005 Data Mining Add-ins for Microsoft Office 2007 (Data Mining Add-ins) allow you take advantage of SQL Server 2005 predictive analytics in Office Excel 2007 and Office Visio 2007. The download includes the following components:
If you choose, you can install each of these components separately.
Abstract courtesy : Microsoft
Reference : Pinal Dave (http://blog.SQLAuthority.com)