Creating new datalinks - No place to put datalink filename [Solved]

Hey guys, I found it's pretty simple to create new datalinks dynamically at runtime.

Code:

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Dim dl As New Datalinks
dl.PromptNew

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I know what's causing my problem, I just don't have a solution. That code brings up a datalink creation menu. I make it use the Jet 4.0 database, link it to my mdb file, but I can't give it a filename, hence the file doesn't appear in the folder, and as a result, of course, I can't define the ConnectionString in my ADO data control because I can't give the new datalink a name.

Anyone know how to solve this problem? Is this by design, and if so, how does the ADO data control know how to define the ConnectionString?

I found it out myself. It's by design, and it's a good way to create a datalink dynamically without placing any extra files on your harddrive. Here's my entire code, in case anyone else runs into the same problem, or needs to create their own databases. NOTE: The CreateTable part doesn't work yet, I'm still researching the steps involved. It will go through fine, but you won't see the table when you physically open Access.

Code:

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Private Sub RecordControls_Click(Index As Integer)
    Select Case Index
        Case 0
            Dim WkSpc As DAO.Workspace
            Dim dl As DataLinks
            Dim conn As Connection
            On Error GoTo ErrorHandler
            If MasterControl.Text = "" Then
                MsgBox "You must specify a header in which to put the data.", vbInformation, App.Title
                Exit Sub
            End If
            Set WkSpc = Workspaces(0)
            WkSpc.CreateDatabase App.Path & "\Databases\" & MasterControl.Text & ".mdb", dbLangGeneral
            Set dl = New DataLinks
            Set conn = dl.PromptNew
            Set rs = New Recordset
            DAOConnection.RecordSource = "CREATE TABLE " & MasterControl.Text & " (Test CHAR(250))"
            DatabaseConnection.ConnectionString = conn.ConnectionString
            Set WkSpc = Nothing
            Set dl = Nothing
            Set conn = Nothing
            Set rs = Nothing
            Exit Sub
    End Select
ErrorHandler:
    MsgBox Err.Description, vbCritical, "Database Error"
    Exit Sub
End Sub

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NOTE: I used the DAO control because in my search to find out how to do this, I found that the Microsoft Jet Database Engine does not support creating tables with non-MSJD-standard controls, like the ADO data control. I've seen it done in .NET with ADOX though, but that point is moot because it doesn't help here.