Dim cnn As ADODB.Connection
Dim strCnnString As String
Dim rst As ADODB.Recordset
Dim sqlString As String
Dim Data As Variant
Dim DirPath As String

DirPath = "D:\MyBase"

Set cnn = New ADODB.Connection
' Строка подключения ODBC.
Set cnn = New ADODB.Connection
strCnnString = "Driver={Microsoft Visual FoxPro Driver};DriverID=277;UID=;PWD=;" & _
"SourceDB=" & DirPath & ";SourceType=DBF;Exclusive=Yes;" & _
"BackgroundFetch=Yes;Collate=RUSSIAN;Null=Yes;Deleted=Yes;" 'Machine
cnn.Open strCnnString ' НА ЭТОЙ СТРОКЕ ВЫЛЕТАЕТ ОШИБКА

' Используем метод Execute для создания набора записей.
Set rst = New ADODB.Recordset
rst.CursorLocation = adUseClient

sqlString = "INSERT INTO mydbf (……)" ' Тут sql-строка для вставки данных

Set rst = cnn.Execute(sqlString)
' If rst.EOF Then
' Else
' Data = rst.GetRows
' End If
' rst.Close
' Set rst = Nothing
cnn.Close
Set cnn = Nothing