MySQL Query from Existing Database Connection

Based on what you did, when you get to the excel portion of that tutorial, you hit "Existing Connections", you choose the connection, and hit "Open" correct?
Then you have a window: "Import Data", and there should be a button labelled properties, if you hit that, the connection properties box comes up, and it defaults to the "Usage" Tab, but there is also one labelled "Definition". Choose that one, and the bottom textbox has what is marked as "Command text" which is really the sql... you can add criteria there. It is hard to be specific without knowing what you want to filter and what your table's field names are, but your default probably looks like SELECT * FROM `database_name'.'table_name'
You can add to that: WHERE `field_name` = criteria
you need to surround criteria in single quotes ' if it is text, and without the quotes if it is numeric