Performance Monitor Log Files in SQL Database Format?

I am setting up some Performance Monitors on my Server 2003 file server using the integrated Windows Perf Mon.  I created a new Counter to get various counters on server health.  Right now I have the logs saving in Text File Comma Delimited format so that I can import those into Excel and eventually Access.

If I choose the SQL Database Log File Type will that automatically put these logs into a SQL Database that I can then work with and query without all of the extra work that is required to put these in an excel file format then import in to Access?
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Yes, you will be able to query SQL or use Reporting Services to analyze logs.
AIC-AdminAuthor Commented:
Ok so I wanted to test this on my Windows XP Pro desktop and after selecting the Log File Type as SQL Database I get a warning " You must enter a data source name." and then it brings up a Configure SQL Logs window and wants me to select a "System DSN:".  The only options from the System DSN drop down are my ODBC Connections that I have setup for other office programs.
Am I getting this because I don't ahve SQL Server installed on my desktop?  I'm trying to test this out before turning it on in my production servers.  Any suggestions or guidance on how I should configure Perf Mon to save logs files in a SQL Database file format would be appreciated.  Thanks
I have just added new post in my blog about setting up Performance monitor logging to SQL in details.
You will be able to test it on your Windows XP and SQL server can be any Microsoft SQL server in your environment.

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AIC-AdminAuthor Commented:
I have not had an opportunity to implement your solution but this appears very thorough.  I will be setting up SQL Server on my Infrastructure Monitoring server to capture Performance Monitoring Logs.

Thanks for your help!
AIC-AdminAuthor Commented:
Thank you for the excellent tutorial!  
If you could be so kind as to help with another question or two.  If I create a SQL Database on another server can I have the Performance Monitors from multiple servers all writing to that same database?  And would they go into different tables?
My situation is that I have 2 database servers and a file server that we are trying to get a good baseline performance analysis on before we implement changes that will put more work on these servers.
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