The parameters dialogue box looks like this:
To pick an ODBC database in advance of finishing, click Pick and you will be offered the ODBC Data Source picker (below). Your choice will be recorded and will apply to this subject from now on (or until you specify a different source).
If you don't specify an ODBC data source now, or you delete the value in the "ODBC data source name" box, you'll be asked to choose when the task ends (and that choice will only apply to the session in progress).