If you decide to use this option, select "I want to append the Multimedia Configuration Database structure to existing SQL server database". Click the Next button to continue.
You are prompted to connect to the existing SQL Server database. Click the Log On SQL Server button.
Click the Test button. If the test is successful a message box appears. Click OK.
When a connection to the SQL Server database is established, the traffic light icon turns green, and the Next button becomes enabled. Click the Next button to continue.
The Wizard inserts Multimedia tables into the selected SQL Server database. Click the Next button.
Enter a name and directory path for the new .udl file in the Data Link File Name field. You can browse for a directory by clicking the ellipsis button 
to the right of this field. Click the Next button to save OLE DB connection information in the .udl file.
Once the Universal Data Link has been created, a summary appears. Click the Finish button to complete the database creation.