Grazie Br1,

ho fatto cosi' e funziona tutto !!!
inoltre ho tralasciato il set cn=nothing


Dim cmd, cn, sql3, sql4

Set cn = Server.CreateObject("ADODB.Connection")
cn.ConnectionString = "DSN=4_plan.dsn"
cn.Open
'
sql3 = "INSERT INTO t_mrg_pl " & _
"SELECT t_mrg.Numero, First(t_mrg.Activity) AS Activity " & _
"FROM t_mrg " & _
"GROUP BY t_mrg.Numero " & _
"HAVING ((t_mrg.Numero=" & rec & "));"
'
Set cmd=CreateObject("adodb.command")
With cmd
Set .ActiveConnection = cn
.CommandType=1 'adCmdText
.CommandText = sql3
.Execute , , 128 '128=adExecuteNoRecords
End With
'
cn.Close
cn.Open "DSN=3_custom.dsn"
'
sql4 = "INSERT INTO t_mrg_cust " & _
"SELECT t_mrg.Numero, First(t_mrg.Nome) AS Nome " & _
"FROM t_mrg " & _
"GROUP BY t_mrg.Numero " & _
"HAVING ((t_mrg.Numero=" & rec & "));"
'
cn.Execute sql4
cn.Close