I actually was just reading that artice having found it in a previous post.
I modified my code to:
INSERT INTO OPENROWSET ('Microsoft.Jet.OLEDB.4.0', 'Excel 8.0;Database=c:\Test.xls;', 'SELECT * FROM [Test]') SELECT * FROM dbo.Test
Error: Msg 7308, Level 16, State 1, Line 1
OLE DB provider 'Microsoft.Jet.OLEDB.4.0' cannot be used for distributed queries because the provider is configured to run in single-threaded apartment mode.