You can create Recordsets in VB 2008 but you have to add a reference to the COM-based ADODB library. I strongly recommend against that. You should do as tg says and use ADO.NET. Follow the Data Access link in my signature for some code examples.

You'll find that the main differences between ADO and ADO.NET are:

1. ADO.NET implements a disconnected model, so you work on a local copy of the data while disconnected from the actual data source. ADO maintains a live connection to the data as you manipulate it.

2. The ADO Recordset basically does everything. In ADO.NET there are multiple classes that each have a specific job. This provides for greater flexibility and best performance under all conditions.