Class does not support Automation

I'm desperate!

I have written a standard exe, in the same manner that I have written any other exe at the office (which work fine), only with this program, when I run it on Windows NT 4.0 (works fine on 95 and 98) I get the following message:

"Class does not support Automation or does not support expected interface".

I have found this occurs whenever I try and access the database - which is using the following code:

With CHKConn
.CursorLocation = adCursor 'constant declared
.Open TempConnectStr 'constant
End With
SQLString = "SELECT " & ProgName & " as TABUSED FROM ADesign"
CHKRecSet.Open SQLString, CHKConn, adOpen, adLock

The error occurs on the CHKRecset.Open line.
I have not created an ActiveX dll and then an Exe, I started the program as a standard exe..so I believe all the help that i've seen around that points to this as the culprit doesn't apply in this case.
Any leads to what could be causing it and a fix would be greatly appreciated.
Thanks.