If you are creating new workbooks every time, have you tried right clicking your existing data connection and adding it to a saved data source? At least this way you could start there and then just change the table out as needed.
Or, since you are using Tableau 9, you can actually do something kind of sneaky. Just create a connection to your database, login, and do not select a DB (or select a DB but not a table), and then click Sheet 1. This is technically an invalid data connection but you can still right click it and save it as a saved data source. Now when you open this from your saved data source list, you will get the incomplete connection that you can then use.
I doubt this was an intentional side effect of our design changes so do not be surprised if my sneaky workaround changes in the future
When i try to right click i get nothing. Nothing pops up. I think you are suggesting i right click once in the data source, right clicking the 'Sever' portion. If that is case, nothing pops up.
So, a few things. I dont have the abiliy to not put in a databse (not sure why). So I had to put in the database. That being said, your last image was the solution. You have to go into a sheet, click the data, then make that data source. I was trying to right click from image 1, which would not let me.