You can't set the cursor type with the Execute method of the Connection object but you can set the location. By default this will result in an adOpenStatic cursor type, which is fine. On second thought it may depend on which provider you are using, so you better check or make life easier and use the Recordset.Open method.

VB Code:
  1. Dim objCon as ADODB.Connection
  2. Dim objRS as ADODB.Recordset
  3.  
  4. Set objCon = New ADODB.Connection
  5. objCon.CursorLocation = adUseClient
  6. objCon.Open "provider=..."
  7. Set objRs = objCon.Execute(strSQL)
  8.  
  9. 'or use the open method instead
  10. Set objRs = New ADODB.Recordset
  11. objRs.CursorLocation = adUseClient
  12.  
  13. objRs.Open strSQL, objCon, adOpenStatic, adLockReadOnly,adCmdText