This book was designed for DM researchers and Information Technology (IT) workers who implement DM algorithms and intend to use Microsoft® DM. It fits very well as a text book in IT Master and Doctorate programmes. The reader must have familiarity with MSSQL Analysis Services and with programming languages such as Microsoft® Visual C++® and Microsoft® Visual Basic®. All necessary information to implement new DM algorithms in MSSQL environment using the OLE DB for DM technology is provided. A complete implementation of a DM provider supporting SNBi, an incremental Simple Naïve Bayes classifier, is described. This classifier supports both discrete and numeric input attributes, multiple discrete prediction attributes and incremental update of the training data set. All source codes as well as the data sets used in the computational experiments are included on an accompanying CD-ROM.