How can I use VBA to add a Connection (to an External Data Source) in Excel and Save it to that Excel spreadsheet's list of Connections

Question

I can use VBA to create a new ADODB.Connection and associated ADODB.Command and ADOBD.Parameter and then create a PivotCache and a PivotTable

Sub CreatePivotTable()
    'Declare variables
    Dim objMyConn As ADODB.Connection
    Dim objMyCmd As ADODB.Command
    Dim objMyParam As ADODB.Parameter
    Dim objMyRecordset As ADODB.Recordset

    Set objMyConn = New ADODB.Connection
    Set objMyCmd = New ADODB.Command
    Set objMyRecordset = New ADODB.Recordset

    'Open Connection'
    objMyConn.ConnectionString = "Provider=SQLOLEDB.1;Integrated Security=SSPI;Persist Security Info=True;Initial Catalog=myMIS;Data Source=localhost;Use Procedure for Prepare=1;Auto Translate=True;Packet Size=4096;Workstation ID=WKSTN101;Use Encryption for Data=False;Tag with column collation when possible=False"
    objMyConn.Open

    'Set and Excecute SQL Command'
    Set objMyCmd.ActiveConnection = objMyConn
    objMyCmd.CommandText = "select a.col1, a.col2, b.col3, b.col4" & _
                           "from TableA a, TableB b " & _
                           "where a.col3=b.col5 " & _
                           "and a.col1=?"
    objMyCmd.CommandType = adCmdText

    Set objMyParam = objMyCmd.CreateParameter("COLUMN1", adChar, adParamInput, 20, Range("AnotherSheet!A3").Value)

    objMyCmd.Parameters.Append objMyParam

    'Open Recordset'
    Set objMyRecordset.Source = objMyCmd
    objMyRecordset.Open

    'Create a PivotTable cache and report.
    Set objPivotCache = ActiveWorkbook.PivotCaches.Add(SourceType:=xlExternal)
    Set objPivotCache.Recordset = objMyRecordset
    objPivotCache.CreatePivotTable TableDestination:=Range("A11"), TableName:="PivotTable1"

    With ActiveSheet.PivotTables("PivotTable1")
        .SmallGrid = False
        With .PivotFields("Col3")
            .Orientation = xlRowField
            .Position = 1
        End With
        With .PivotFields("Col4")
            .Orientation = xlRowField
            .Position = 1
        End With
        With .PivotFields("Col1")
            .Orientation = xlColumnField
            .Position = 1
        End With
        With .PivotFields("Col2")
            .Orientation = xlDataField
            .Position = 1
        End With
    End With

... BUT after I have run this macro, if I check the Connection properties in the Connections list (in the Data tab of the Ribbon) they appear disabled (grayed-out) and the SQL Command doesn't appear there (limiting further changes through VBA only).

How can I create these same objects but have them integrate with the Excel UI so future users don't need to use VBA? Any ideas?