Version:           0.99-devel (using KDE 3.2.1, compiled sources)
Compiler:          gcc version 3.3.2
OS:                SunOS (sun4u) release 5.8

(revealed by the cdf datasource)
I really fail to see why a datasource should be instantiated when the first page in the datawizard is shown. It is OK to reload the last selection in the URL requester and test for a datasource that understands the file to activate the "Next" button, but currently the list of fields is queried at the same time, which you might notice with "slow" datasources. With my cdf source which takes very long (i.e. 10 s or more) to open a file, many users would kill kst before the wizard appears :-(
I think it is enough to check for a source that understands the file in the first page, then set the busy cursor and instantiate the datasource + query fields before the second page is shown.