Coloque a referência Microsoft Activex Data Objects 2.x
Dim db as ADODB.Connection
Dim rs as ADODB.Recordset
set db = new ADODB.Connection
db.connectionString = "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=CAMINHODABASE;Persist Security Info=False"
db.open
set rs = new ADODB.Recordset
dim sql as string
sql = "Select * from tabela"
rs.open sql,db
rs.close