Anyone has experience using data mining add-ins for Excel?

The use of an Excel addin and a specialized data mining tool are not exclusive. For example, the SQL Server Data Mining Addins for Office 2007 leverage all of the data mining capabilities of the SQL Server platform on data in Excel or relational sources.
Since a lot of data resides in Excel already, and users are familiar with manipulating data therein, it makes the overall process easier for those unfamiliar with statistical tools.

This link provides instructions on getting evaluation versions of SQL Server and related technologies http://www.sqlserverdatamining.com/DMCommunity/TipsNTricks/4429.aspx
This link provides more details on the SQL Server Data Mining integration with Excel 2007: http://www.sqlserverdatamining.com/DMCommunity/_DMAddinLaunch/default.aspx