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Default "Invalid internet address" during ADO

I'm trying to access an Excel file on the internet via ADO, and get an
"invalid internet address" error message. Here's the code.

cn.Open "Provider=Microsoft.Jet.OLEDB.4.0;" & _
"Data Source=" & "http://www.mysite.com/myfile.xls" & ";" & _
"Extended Properties=""Excel 8.0;HDR=Yes"""

It works for a local file, just not for a file on the internet.

Any suggestions?

Thanks,
Dean
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