Sub innrec()
Dim cn As New ADODB.Connection
Dim s, fam As String
Dim rn As New ADODB.Recordset
Dim zap As Integer
Range(Cells(2, 1), Cells(65000, 15)).Clear
cn.ConnectionString = "DSN=имя источника DSN (на вкладке system DSN) ; UID=имя пользователя; PWD=пароль; Database=имя базы данных"
cn.Open
rn.ActiveConnection = cn
rn.Open "ваш запрос", , , , adCmdText
i = 2
rn.MoveFirst
Do Until rn.EOF
For j = 1 To 10
Cells(i, j) = rn.Fields(j - 1)
Next j
rn.MoveNext
i = i + 1
Loop
rn.Close
cn.Close
Columns("A:J").Select
Selection.Sort Key1:=Range("I2"), Order1:=xlAscending, Key2:=Range("F2") _
, Order2:=xlAscending, Key3:=Range("E2"), Order3:=xlAscending, Header:= _
xlGuess, OrderCustom:=1, MatchCase:=False, Orientation:=xlTopToBottom
End Sub

В редакторе visial Basic надо добавить в Tools- Referenses , библиотеку Microsoft ActiveX Data Objects 2.6 (или 2,7) library