The problem with an Add-In is that virtually anything else in the environment can cause a problem. So let's remove the connection files, if they exist, and see if the ConnectionStringWizard even pops up. So this way we will know if you are dealing with a data issue. If you are running Vista, they will be in the ProgramData folder:
C:\ProgramData\MicroFour\ConnectionData
Otherwise, if you are on XP it will be in the common application folder which was in the Documents and Settings folder in XP:
C:\Documents and Settings\All Users\AppData\MicroFour\ConnectionData
or something along those lines. There should be two files:
AppKeys.dat
Connections.dat
Delete them both then go back into VS.
Also, what version of VS are you running? From the file you attached it looked like VS2005, but I just want to clarify. Are you running a full version of VS or an Express version?