How do you do a parameter query when not using Microsoft Query?

Hi John,

Keep going it's worth it!

To address your first point, Close and Load to... Connection Only. Those are actually 2 separate steps. In your screen shot your Load To.. is greyed out as you must have already loaded that query once and now you were editing it. In that case you did the right thing and used the Right Click option to access Load To... Connection Only

On the second issue you should (I think) resolve this by going to New Query - > Query Options - > Privacy > Always Ignore Privacy Level settings. There's a hyperlink there as well if you want to find out more about what turning off Privacy warnings does, however it is fairly standard practice to set it to Always Ignore (but find out about it and make your own call :)