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Default Returning Data From ADO

Historically, I've built reports in Excel using Microsoft Query to grab data
off remote SQL servers and build various graphs and things. However, I was
getting a little frustrated with some of aspects of Microsoft Query, so I
started Googling and discovered that, with a little extra elbow grease, you
can pull data using something called ADO and not only can you make the SQL
cleaner, it apparently runs faster.

The problem I'm having is finding a decent tutorial to introduce this
concept. I keep finding blocks of VB code, but with no instruction about how
to fit this VB into spreadsheets. All I'm trying to do is mimic the
functionality of Microsoft Query really and I'm not having much luck.

Does anybody know any good resources that can explain this process a little
better?
 
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