Use the Cancel method to terminate execution of an asynchronous method call (that is,
a method invoked with the adAsyncConnect, adAsyncExecute, or adAsyncFetch option).

FIX: OLE DB Provider for SQL Server Does Not Cancel a Batch Statement When You Call the Cancel() Method
 325338 

SYMPTOMS
When you call the Cancel method on an ADO Connection or Recordset object, 
Microsoft OLE DB Provider for SQL Server (SQLOLEDB) does not cancel a query 
that is asynchronously executed and that involves a batch statement. Instead, 
Microsoft OLE DB Provider for SQL Server calls the SQLMoreResults method to 
fetch the remaining results. 

CAUSE
This problem occurs because of a code problem in which OLE DB Provider for SQL 
Server calls SQLMoreResults. 

RESOLUTION
To resolve this problem, obtain the latest service pack for Microsoft SQL Server 
 2000 
If you are using an earlier version of MDAC, you must upgrade your MDAC version 
to  2 . 7  before you apply this hotfix.