If for some reason you need to remove a data connection, it is simple to do.
NOTE: You are only able to do this if you are an admin.
Open your account settings by clicking your name in the upper right hand corner and choosing 'Account Settings.'
Next, choose Data Sources from the list on the left hand side.
Here you will see a list of the data sources you've connected
Under the actions column, there are three buttons. The trash can on the far right will let you remove the connection.