I found this forum post presenting two options using either OLEDB or ODBC.
http://www.sqlteam.com/forums/topic.asp?TOPIC_ID=130650
I've used the ODBC connector before (for MySQL) and you don't have to go through the setting up on server if you don't have the relevant server access or want it manageable through SSRS. You can build the connection strings yourself - although I would use connectionstrings.com as it really handy.