Excel Services does not support query tables. The best solution (portable across Excel Services and Excel) is to use a Pivot Table on the SQL datasource, and then to connect Slicer WebParts using Part to Part communication. There are also all kinds of other flavors of filtering web parts beside the one listed in the sample.
http://office.microsoft.com/en-us/sharepointserver/HA101054701033.aspxhttp://blogs.msdn.com/excel/archive/2006/09/25/770961.aspxFor Excel Web App and Excel 2010 there are some even cooler filtering/visualization capabilities:
http://blogs.msdn.com/excel/archive/2009/09/23/easy-and-even-fun-data-exploration-introducing-excel-2010-slicers.aspxOffice 2010 Beta:
http://www.microsoft.com/office/2010/en/default.aspxHope that helps...
S/W Engineer, Microsoft Office Excel Services