A lack of power and extensibility in their query languages has seriously limited the generality of DBMSs and hampered their ability to support data mining applications. Thus, there is a pressing need for more general mechanisms for extending DBMSs to support efficiently database-centric data mining appliacations. To satisfy this need, we propose a new extensibility mechanism for SQL-compliant DBMSs, and demonstrate its power in supporting decision support applications. The key extension is the ability of defining new table functions and aggregate functions in SQL— rather than in external procedural languages as Object-Relational (O-R) DBMSs currently do. This simple extension turns SQL into a powerful language for decision-support applications, including ROLAPs, time-series queries, stream-oriented processing, and data mining functions. First, we discuss the use of ATLaS for data mining applications, and then the architecture and techniques used in its realization.