Connect to OLEDB database connection

I am trying to pull data from a PivotTable in Excel but I would imagine the best way to do this would be to access the data source directly. 

In Excel, it appears that the connection string is:

Provider=MSOLAP.4;Integrated Security=SSPI;Persist Security Info=True;Initial Catalog=XXXX XXX XXXX Reporting;Data Source=ustcaXXX\nabi;MDX Compatibility=1;Safety Options=2;MDX Missing Member Mode=Error

I checked this with the .odc file and it appears to be the same connection information:

<odc:Connection odc:Type="OLEDB">
   <odc:ConnectionString>Provider=MSOLAP.4;Integrated Security=SSPI;Persist Security Info=True;Initial Catalog=XXXX XXX XXXX Reporting;Data Source=ustcaXXX\nabi;MDX Compatibility=1;Safety Options=2;MDX Missing Member Mode=Error</odc:ConnectionString>
   <odc:CommandType>Cube</odc:CommandType>
   <odc:CommandText>XIMS XXX</odc:CommandText>
   <odc:AlwaysUseConnectionFile/>
  </odc:Connection>

Anyway, when I use the following code I get an error (after about 5 seconds of delay): "The following system error occurred:  No such host is known."

            OleDbConnection conn = new OleDbConnection("Provider=MSOLAP.4;Integrated Security=SSPI;Persist Security Info=True;Initial Catalog=XXXX XXX XXXX Reporting;Data Source=ustcaXXX\nabi;MDX Compatibility=1;Safety Options=2;MDX Missing Member Mode=Error");
            try
            {
                conn.Open();
            }
            catch (Exception ex)
            {
                MessageBox.Show(ex.Message);
                return;
            }

One thing I noticed is that it is using Windows Authentication when accessed in Excel, which leads me to believe I may have to specify that this is a "Trusted Connection".  The error message puzzles me though.