There are 2 versions of Microsoft data mining add-in: one that works with SQL Server 2005 and one that works with SQL Server 2008. Both of them were developed for Office 2007. Many people use 2008 version on 32-bit version of Office 2010. I expect 2005 version
of the add-in to work as well.
Microsoft doesn't have a version of data mining add-in that works on 64-bit version of Office 2010 yet.