Dim cnn As New ADODB.Connection
Dim rst As New ADODB.Recordset
rst.CursorLocation = adUseServer
cnn.Open "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=C:anco.mdb"
Ou abrir só quando for executar alguma operação no banco de dados:
Set cnn = New Connection
Set rst = New Recordset
cnn.CursorLocation = adUseClient
cnn.Open "PROVIDER=MSDataShape;Data PROVIDER=Microsoft.Jet.OLEDB.4.0;Data Source=C:anco.mdb"