First I have to say that I have not encountered exactly this error, as I haven't been working with OLE DB at all, but anyway, here it goes, maybe it can be of some help...

a) Your environment doesn't recognize DataSet as a type. Maybe you are not just using another form, but have created a new project in which a form is the target for your pasting. It is then necessary (in vb6) to set the appropriate references (Project menu). When the right references are checked, the DataSet should be recognized as a type.

b) You are using vb.NET, and I don't know much about this (yet). However, vb.NET uses "imports blabla.blabla" syntax to make types and classes in different namespaces visible.

Hope this can be of any help
regards
/Kolden