Just to make sure do you just need to establish a connection or extract some data?
I normally do something like this.
sqlString = Some SQL
conn_String="Provider=Microsoft.Jet.OLEDB.4.0; Data Source=" & Server.MapPath(Database name)
Set objConn = Server.CreateObject("ADODB.Connection")
objConn.Open conn_String
Set objRS = Server.CreateObject("ADODB.Recordset")
objRS.Open SQLString, objConn
Take care.