Насколько я могу определить, нет прямого способа сделать это с помощью объектной модели, то есть без использования службы формирования данных (поставщик) и метода Recordset.Open.
Как говорится в документации, вы все равно можете использовать ее для изготовления иерархических наборов записей. Вот приведенный пример:
Dim cn As New ADODB.Connection
Dim rsCustomers As New ADODB.Recordset
cn.Open "Provider=MSDataShape;Data Provider=NONE;"
strShape = _
"SHAPE APPEND NEW adInteger AS CustID," & _
" NEW adChar(25) AS FirstName," & _
" NEW adChar(25) AS LastName," & _
" NEW adChar(12) AS SSN," & _
" NEW adChar(50) AS Address," & _
" ((SHAPE APPEND NEW adChar(80) AS VIN_NO," & _
" NEW adInteger AS CustID," & _
" NEW adChar(20) AS BodyColor, " & _
" ((SHAPE APPEND NEW adChar(80) AS VIN_NO," & _
" NEW adChar(20) AS Make, " & _
" NEW adChar(20) AS Model," & _
" NEW adChar(4) AS Year) " & _
" AS VINS RELATE VIN_NO TO VIN_NO))" & _
" AS Vehicles RELATE CustID TO CustID) "
rsCustomers.Open strShape, cn, adOpenStatic, adLockOptimistic, -1
Вы должны найти это право в документации к компакт-диску MSDN Library.