Sub proba()
Dim cnn As ADODB.Connection
Dim rst As ADODB.Recordset
Dim strCnnString As String
Dim strSource As String

Set cnn = New ADODB.Connection

' Строка подключение OLE DB.
'strCnnString = "Provider=sqloledb;Data Source=HR-TEST;Initial Catalog=pubs;Integrated Security=SSPI;"
strCnnString = "Provider=sqloledb;Data Source=HR-TEST;Initial Catalog=XXXX;User Id=userw;Password=userw;"

cnn.Open strCnnString


' Добавляем записи.
Set rst = New ADODB.Recordset
With rst
.CursorLocation = adUseClient
.Open "SELECT * FROM [test_table] ", cnn, adOpenStatic, adLockOptimistic
.AddNew
.Fields("name") = "vvv"
.Fields("code") = 3
.Fields("proba") = "vvv"
.Update
End With

rst.Close
cnn.Close

Set rst = Nothing
Set cnn = Nothing
End Sub
в referens подключи Microsoft Activex Data Object