First, I'm using NT4 and running MSSQL7. See if this code can help you. the MsgBox will tell you if you can use the .seek and/or .index (alternative for what you want to do)

rst1.CursorLocation = adUseServer
rst1.Open "USERTABLE", db, adOpenKeyset, adLockOptimistic, adCmdTableDirect

MsgBox rst1.Supports(adSeek) & rst1.Supports(adIndex)

Dim bk, fg As Boolean
fg = False

If rst.RecordCount <> 0 Then
While Not rst.EOF
With rst1
.Filter = "USER = '" & rst!user & "'"
If .RecordCount > 0 Then
bk = .Bookmark
.Filter = adFilterNone
.Bookmark = bk
fg = True
End If
end with
wend
end if