Excel drop down values from a SQL Server source

Excel drop down values from a SQL Server source

I am trying to get a cell drop-down values in Excel from a SQL Server. I
don't want to use the method of putting all the data to another sheet and
the use data validation to control the drop down values. That always give
my a bunch of empty lines towards the end since I want to make sure I have
room for any addition in the DB.
Is there a way to retrieve the drop-down values directly from SQL Server?
Using a statement something like:
Select name from employees
Thanks for your help...