Sub OpenGrid2()
  dim s as string
  dim rs as ADODB.Recordset
  set rs = rsGrid.Clone
  rs.Filter = "ПолеГалка = 1" '(или True - зависит от БД)
  do until rs.EOF
    if len(s) >  0  then s = s & ", "
    s = s & rs(ПолеID)
    rs.MoveNext
  Loop
  if len(s) >  0  then
    rsGrid2.Open "SELECT * FROM Таблица2 WHERE СсылкаНаПолеID IN (" & s & ")" _
              , Connection1, adOpenStatic, adLockReadOnly, adCmdText
  else
    rsGrid2.Close
  end if
  Set grdi2.Datasource = rsGrid2
End Sub

'Так правильнее будет
  Dim s As String
  Dim rs As ADODB.Recordset
  Set rs = rs_reg.Clone
  rs.Filter = "check = -1"
  Do Until rs.EOF
    If Len(s) >  0  Then s = s & ", "
    s = s & rs("K_REG")
    rs.MoveNext
  Loop  
  With rs_users
    if .state = Adstateopen then .close
    If Len(s) >  0  Then
      .Open "SELECT * FROM users WHERE K_REG IN (" & s & ")", cnn, adOpenStatic, adLockReadOnly, adCmdText
    End If
  End With
 Set dg_users.DataSource = rs_users

'Или так:
  Dim s As String
  Dim rs As ADODB.Recordset
  Set rs = rs_reg.Clone
  rs.Filter = "check = -1"
  Do Until rs.EOF
    If Len(s) >  0  Then s = s & ", "
    s = s & rs("K_REG")
    rs.MoveNext
  Loop  
  if Len(s) =  0  Then s = "-1"
  Set dg_users.DataSource = Nothing
  With rs_users
    if .state = Adstateopen then .close
    .Open "SELECT * FROM users WHERE K_REG IN (" & s & ")", cnn, adOpenStatic, adLockReadOnly, adCmdText
  End With
 Set dg_users.DataSource = rs_users