Well, if you able to navigate to constructed link and chosed "Access data from cpecified location" option it should work.
Below you will see example of resulting data you should be able to see in browser if your link is constructed properly.
<xml xmlns:s="uuid:BDC6E3F0-6DA3-11d1-A2A3-00AA00C14882" xmlns:dt="uuid:C2F41010-65B3-11d1-A29F-00AA00C14882" xmlns:rs="urn:schemas-microsoft-com:rowset" xmlns:z="#RowsetSchema">
<s:Schema id="RowsetSchema">
<s:ElementType name="row" content="eltOnly" rs:CommandTimeout="30">
<s:AttributeType name="ows_dwTitle" rs:name="dwTitle" rs:number="1">
<s:datatype dt:type="string" dt:maxLength="1073741823" /> </s:AttributeType>
</s:ElementType>
</s:Schema>
<z:row ows_dwTitle="Yellow Pages Association" />
<z:row ows_dwTitle="Test 1" />
<z:row ows_dwTitle="TEST AGAIN!" />
</rs:data>
</xml>