Displaying SQL data in sharepoint

I am new to share point but have been using it for a while in a very simple form. Now it seem good at this point to use our existing data in sql 2005 to be displayed on our sharepoint page.
I look around and found this   http://office.microsoft.com/en-us/sharepointserver/HA102164281033.aspx   on microsoft page but cant find this step "Business Data List check box, and then click Add ."
I have SharePoint enterprise installed but cannot find this Business Data List......please advise.

any other suggestions welcome to display data.

Thanks.