HOTSPOT
You are developing a data flow to load sales data into a fact table. In the data flow, you configure a
Lookup Transformation in full cache mode to look up the product data for the sale.
The lookup source for the product data is contained in two tables.
You need to set the data source for the lookup to be a query that combines the two tables.
Which page of the Lookup Transformation Editor should you select to configure the query? To answer,
select the appropriate page in the answer area.
Answer: 
Explanation:
http://msdn.microsoft.com/en-us/library/ms141821.aspx
http://msdn.microsoft.com/en-us/library/ms189697.aspx
Advanced, because there is a requirement to combine lookup data from two tables using SQL query.
Connection is OK – there is a radio for entering a query to be used as a reference data to be looked up.
Connection is correct because it provides you space to write query.
@Aakash : You can also write a query in the “Advanced” window, go and open Visual Studio and try to check the “Advanced” section of a Lookup.
From the first sight, i went completly for “Advanced” answer, which seemed at the time a logic answer.
Then i found out that it’s the wrong answer for the simple reason that the cache mode of the LookUp is “Full Cache” which means that we cannot type Parametrized queries in the “Advanced” window.
HENCE, we can only write the query using the two tables in “Connection” window.