what database do you want to work with? you'll probably want a book on ADO and then a book that will be more specific to your database... you probably don't need one for MS Access, but you'll want one for SQL server or Oracle...

this is the best book I've read on ADO:
Programming ADO by MsPress

I've never purchased a SQL Server book, but people usually recommand The Hitchikers guide to VB and SQL Server (or something like that....)

I don't think either of these books are for absolute beginners though