Visual Studio strictly requires SQL Server for test load storage. If you do not have a SQL Server database, you cannot save test run data. All you can do is view the result immediately after the test run and, possibly, copy and paste the test data into Excel. After you close the result, everything went well.
However, the database does not have to be on your local machine. Is it likely that you can access SQL Server elsewhere on your network?
To configure the database before use, you need to run the "Microsoft Visual Studio Test Controller 2010 Customization Tool" (located in the folder with the Visual Studio source menu).
The connection string is configured in the Test menu (menu)> Manage Test Controllers. In this dialog box, you can select Controller (or "Local - No controller" for local tests), and you can also set the connection string in the repository of load test results.
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