What do you mean by choose?

I do it all the time. Maybe you did not close a connection. If you post some code, we may be able to see what is wrong.
e.g.
Sub ADO()
'   Set Reference in Tools to: Microsoft ActiveX Data Objects 2.x Library
    Dim DBFullName As String
    Dim Cnct As String, Src As String
    Dim Connection As ADODB.Connection
    Dim Recordset As ADODB.Recordset
    Dim Col As Integer, Row As Long, s As String
    
'   Database information
    DBFullName = ActiveWorkbook.Path & "\NWind2003.mdb"
'Exit?
    If Dir(DBFullName) = "" Then Exit Sub

'Clear any existing data from activesheet
   Cells.Clear

'   Open the connection
    Set Connection = New ADODB.Connection
    Cnct = "Provider=Microsoft.Jet.OLEDB.4.0; "
    Cnct = Cnct & "Data Source=" & DBFullName & ";"
    Connection.Open ConnectionString:=Cnct
    
'   Create RecordSet
    Set Recordset = New ADODB.Recordset
'   Record locking
  Recordset.CursorType = adOpenKeyset
  Recordset.LockType = adLockOptimistic
    
    With Recordset
'       Filter
        'Src = "SELECT * FROM Products WHERE ProductName = 'Watch' "
        'Src = Src & "and CategoryID = 30"
        Src = "SELECT Orders.CustomerID, Orders.OrderDate " & _
          "FROM Orders " & _
          "WHERE (((Orders.OrderDate) " & _
          "Between #8/1/1994# and #8/30/1994#))"
        Recordset.Open Source:=Src, ActiveConnection:=Connection

'       Write the field names
        For Col = 0 To .Fields.Count - 1
           Range("A1").Offset(0, Col).Value = Recordset.Fields(Col).Name
        Next Col
        
'       Write the recordset
        Range("A1").Offset(1, 0).CopyFromRecordset Recordset
        Dim a As Variant
        .MoveFirst
        a = Recordset.GetRows
        MsgBox LBound(a), , UBound(a)
        MsgBox a(0), , a(1)

        If .RecordCount < 1 Then GoTo endnow
        .MoveFirst
        For Row = 0 To (.RecordCount - 1)
          'Debug.Print CStr(.Fields(Row).Value)
          .MoveNext
        Next Row
  End With
endnow:
    Set Recordset = Nothing
    Connection.Close
    Set Connection = Nothing
End Sub