Sudahkah Anda mencoba menggunakan metode terbuka dari instance RecordSet Anda? Mungkin itu akan memberi Anda kesalahan lain yang akan lebih membantu.
Dim connection As New ADODB.connection
Dim rst As New ADODB.Recordset
Dim query As String
connection.ConnectionString = CONNECTION_STRING
connection.Open
rst.Open query, connection, adOpenKeyset, adLockOptimistic
do while not rst.EOF
rst.MoveNext
loop
connection.Close