Public Function CreateProc()
   Dim strProc As String
    
   strProc =  "Create Procedure qryCustByCity "  & _
       "(prmCity varchar) as "  & _
       "select * from Customers where City = prmCity" 
    
   CurrentProject.Connection.Execute strProc
            
End Function

   PARAMETERS prmCity Text;
   SELECT *
   FROM Customers
   WHERE (((Customers.City)=[prmCity]));

Public Function RSFromParameterQuery(strCity As String)
   Dim prm As ADODB.Parameter
   Dim cmd As ADODB.Command
   Dim rst As ADODB.Recordset
  
   Set cmd = New ADODB.Command
   Set cmd.ActiveConnection = CurrentProject.Connection
  
   cmd.CommandText =  "qryCustByCity" 
   cmd.CommandType = adCmdStoredProc
  
   Set prm = cmd.CreateParameter( "prmCity" , adVarChar, adParamInput, _
      Len(strCity))

   prm.Value = strCity
  
   cmd.Parameters.Append prm
  
   Set rst = New ADODB.Recordset
   rst.Open cmd
  
   Do Until rst.EOF
      Debug.Print rst( 0 ), rst( 1 ), rst( 2 )
     rst.MoveNext
   Loop
  
End Function

with Microsoft Jet  4 . 0  you can use the ANSI CREATE PROCEDURE syntax to create 
a new query

In previous versions of Access, you could use either a procedure clause or a 
parameter query to create SQL statements that use parameters. Although both 
types of queries are still supported, another syntax you can use is the new 
CREATE PROCEDURE statement (its synonym is CREATE PROC). The new syntax is 
more ANSI- 92  compliant, and when scaling up to a Microsoft SQL Server database 
or MSDE, the syntax can be converted more easily. 

The CREATE PROCEDURE and DROP PROCEDURE statements can be executed only 
through the Jet OLE DB provider and ADO. They will return an error message if 
used through the Access SQL View user interface or DAO. Also note that 
procedures created with the CREATE PROCEDURE statement are saved in the 
database, but are not exposed as saved queries in the Access user interface. You 
can work with them only in ADO and ADOX programming code.