Puoi usare tranquillamente i recordset come si usano in VB, con le relative connessioni ecc.

per esempio:
codice:
   dim cnn as new ADODB.Connection
   dim rst as new ADODB.Recordset
   set cnn = New ADODB.Connection
   cnn.CursorLocation = adUseClient
   cnn.Open "PROVIDER=Microsoft.Jet.OLEdb.4.0;Data Source=[nome database];"
   rst.Open "SELECT * FROM tabella", cnn, adOpenDynamic, adLockOptimistic