Using a DataSource in a Data View Web Part (DVWP) in a Different Site in SharePoint Designer 2010

For whatever reason, Microsoft in its infinite wisdom seems to have removed the ‘Connect to another library…’ link in the Data Source Library in SharePoint Designer 2010. Maybe that capability is hidden somewhere else now, but as my pal Chris Givens pointed out the other day in his Missing Features from SharePoint Designer 2010 post, it’s…