I added the site by choosing the Connect to library option. As a side note, after adding the connection, when I clicked the plus sign to expand the site it took such a long time (over 2 minutes) to populate I thought I did something wrong. However, it eventually showed all of the lists that were on that site.

I dropped the control in a web-part zone and was surprised to just see unformatted html, not the web-part that I was expecting. I tried another control and received the same thing.

So I did a quick search on google for “Insert Data Source Control” and quickly came across a very helpful post by Jackie Bodine (Displaying a list on another site). Once I clicked Show Data, chose my fields that I wanted, and selected Insert Selected Fields as “Multiple Item View”, the control was there and fully formatted.