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Default Select statements on the same sheet?

Hi,
I can use select statements via ODBC connections to get data from other
spreadsheets, but can I do this from the same spreadsheet?
This would seem to be an easier way of doing things than to programatically
create loops and such?
I'm coming a bit stuck as to what the connection string would be when
setting up the ADO connection object.
Any ideas would be most appreciated. If this is a silly thing to be
attempting, please let me know!
Thanks in advance.
Andy
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