By default the statement

Set Recordset = Connection.Execute

returns a Forward-Only cursor, which cannot be sorted.

Use the Recordset.Open method instead.

rs.Open "Select * from Table1", cnn, adOpenStatic, adLockReadOnly

You will then be able to sort the records.

FYI: The Connection.Execute statement creates a new recordset. The rs.CursorLocation = adUseClient statement before the Execute statement is useless.