The first popup you will see is the Dataset Configuration Wizard with a check box for advanced. Leave this box unchecked and click "Next.
Now you will see the Dataset Name box. Change the default name to HEADLINES.
We are leaving the Description box blank.
Click "Next".
Now we see the Destination Data Store popup. For this Dataset we are going to choose SQL just to show you how this is accomplished. Normally you would not export your data to two different Datastores. We are doing this to provide an example of connecting to the Local SQL Instance.
Select the radio button for Local SQL Instance (Providus)
In the "New or Existing Database in the", we are adding a new database named YAHOO_FINANCE.
In the "Dest. Table Name", we are changing the default name to _HEADLINES. This will be our Table in the YAHOO_FINANCE database.
We will leave the "Automatically Calculate Column Size" box checked.
Click "Next".
Now we see the Metadata Columns popup. We are leaving the three default Metadata items checked and adding another item called Document ID. This is a great piece of Metadata to use in joining Rows/Records from the same Datapage, but in different Datasets, together after the extraction.
Click "Next".
Now we see our new Dataset, Headlines, in the Left pane.