Tente assim:
mysql
Remote database:
Conn.Open "Driver={mySQL};Server=data.domain.com;Port=3306;Option=131072;Stmt=;Database=my-database;Uid=username;Pwd=password;"
SQL SERVER
ODBC DSN
Conn.Open "Provider=MS Remote; Remote Server=http://server; Remote Provider=MSDASQL; DSN=DatabaseName; Uid=Username; Pwd=Password;"
OLE DB Provider
Conn.Open "Provider=MS Remote; Remote Server=http://ServerName; Remote Provider=SQLOLEDB; Data Source=ServerName; Initial Catalog=DatabaseName; User ID=Username; Password=Password;"
ORACLE
Conn.Open "Provider=MS Remote;Remote Provider=MSDAORA;Data Source=XYZ;Remote Server=http://DBServersIP;User Id=id;Password=pw"
Só do Oracle q não tenho certeza...
espero q ajude... :)
at+