I have had a little look at the BDC and have successfully added a
number of application definiton files and played around with the
Business data web parts.

Things to note, you can specify BDC permissions  independently from
the permissions of the SSP site collection. When you first create an
SSP the userid that creates the SSP is designated as a site
collection administrator and given full rights in the BDC. Any
subsequent users given permissions on the SSP do not automatically
have any permissions on the BDC. You need to find the person
(userid) who created the SSP and then ask them to give you at least
Edit-Import application definition permissions.

One of the first things that should be done when creating an SSP, in
my opinion, is to set an appropriate AD group as site collection
administrators, and give another or the same AD group (depending on
the requirement) full BDC permissions, so that companies don't find
themselves waiting for one person to return from holiday/sickness,
etc.