Dear Richard,
You probably forgot to add a reference to the ADODB library.
To not have to learn all the ADO stuff you can also use the SQL*XL
addin in which it is all done for you. You can simply record a macro
connecting through SQL*XL and the appropriate references are set for
you... and the code to connect will be fully generated!
Please have a look at SQL*XL at
www.oraxcel.com/projects/sqlxl
Any questions, just post it on
www.oraxcel.com/forums or get in touch
through the enquiries form at the website