For what it's worth, I am using the stock retrieval add-in on Windows 7 with no issues.
My C users myusername appdata roaming microsoft addin folder is empty.
I am using Excel 2007.
I have used the stock retrieval add-in successfully in these combinations:
Vista, Excel 2003
Vista, Excel 2007
Win 7, Excel 2007
I didn't have to make any modifications at all when I moved to Win 7---just a fresh install of Excel 2007. My stocks spreadsheet automatically worked as well under Win 7 as it did under Vista--including data connections and macros.
I don't remember all the details of the Excel install, but if memory serves you have to deliberately choose to install the Excel ToolPak?