Create a data access object -
Dim MyConnection As ADODB.Connection
Set MyConnection = New ADODB.Connection
Dim MyReport As ADODB.Recordset
Set MyReport = New ADODB.Recordset
Open the connection and the recordset by using a Sql Statement -
MyReport.Open "SELECT * FROM MyWifesBooks ORDER BY Author", MyConnection,adOpenStatic, adLockOptimistic
If there are records available in the recordset, set your data report's datasource to your recordset, MyReport.
Set MyDataReport.Datasource = MyReport.Recordset
Have a look at the following Daniweb post - http://www.daniweb.com/forums/thread210752.html ,
or search on google for tons of other samples - "set datasource in vb6 datareport"