Given that you are asking about how to use MOSS 2007 Business Data Webparts to access data, I'm leaving it in a pre-SP 2010 forum even though you want to get the data from SP 2010.
However as you are asking about using a standard web part it is not a Programming question and therefore does not belong to the programming forum so I'm moving it to the BI forum on the assumption that a Business Data Webpart can be regarded has having something
to do with BI.
Note: Readers of this thread who are just aching to tell us how SP 2010 Business Data Webparts work should hold back. Such info would be off-topic.
SP 2010 "FAQ" (mainly useful links):
http://wssv4faq.mindsharp.com/default.aspx
WSS3/MOSS FAQ (FAQ and Links) http://wssv3faq.mindsharp.com/default.aspx
Both also have links to extensive book lists and to (free) on-line chapters