直接這樣就行
Set cnn1 = New ADODB.Connection
cnn1.ConnectionString = "DSN = VMS; UID =; PWD =;"
cnn1.Open "DSN=VMS"

例如 用adodc控件 可以這么進行添加操作：
If chengyun.Adodc1.Recordset.EOF = False Then
MsgBox "該承運單位已存在", 48, "警告提示"
Text1.Text = ""
Text1.SetFocus
Exit Sub
Else
chengyun.cnn1.Recordset.AddNew
chengyun.Adodc1.Recordset("承運單位") = Text1.Text
chengyun.Adodc1.Recordset.Update
chengyun.DataGrid1.Refresh
Unload Me
End If
End If
End Sub

Dim adodc1 As New ADODB.Recordset'(聲明變量)
Dim conns As New ADODB.Connection
conns.ConnectionString = "Provider=SQLOLEDB.1;Persist Security Info=False;User ID=(自填);Password=(密碼自填);Initial Catalog=(你的數據庫名稱);Data Source=(數據庫地址或者計算機名稱)"

'(以上是使用SQL Server 身份驗證連接)
conns.Open
SQL1 = "select * from Userinfo(你的表名) "
adodc1.Open SQL1, conns, adOpenStatic, adLockOptimistic
Set DataGrid1(你的控件名,此處控件名是參考)).DataSource = adodc1
DataGrid1.Refresh'(刷新控件)
adodc1.MoveLast'(移動游標到最后一行)

adodc1.connectionstring="Driver={SQL Server};Server=服務器IP地址;uid=數據庫用戶名;pwd=數據庫密碼;database=數據庫名稱"
adodc1.recordsource="簡單查詢SQL語句" '//注意，不能是操作查詢，操作查詢由數據集合來完成
adodc1.refresh
set mshflexgrid1.datasource=adodc1