I have opened the Linked Server dialog to create a Linked Server so that I can import my excel file data to a SQL Server 2005 database. Which provider must I use and what other settings do I need to fill in?
You would set it up using either OLEDB provider or the provider for ODBC drivers and create a connection using the ODBC Administrator tool on the server to the Excel file. Are you planning to read from this Excel file on a regular basis? If not, then setting it up as a Linked Server could be overkill.
For more details, see "How to import data from Excel to SQL Server" and "How to use Excel with SQL Server linked servers and distributed queries"