Create Excel Function that Gets Data via ODBC Connection

Good afternoon,

Below is a modified version of code I found in the internet. When the code gets to oRecordset.Open mySQL, I get a run-time error 3709. I'm pretty certain that I have all of the library references set up properly. There is something wrong with the creation of my recordset. Do you know what I am doing wrong?

Sub test2()

Set OConnection = New ADODB.Connection

Dim oRecordset As ADODB.Recordset
Set oRecordset = New ADODB.Recordset

OConnection.Open "provider=sqloledb;data source=TheServerName;" & _
"Trusted_Connection=yes;initial catalog=TheTable;"

'check connection status
MsgBox OConnection.State

'get names of tables
Set rs = OConnection.OpenSchema(adSchemaTables)
While Not rs.EOF
Debug.Print rs!TABLE_NAME
rs.MoveNext
Wend

mySQL = "SELECT * FROM REAL_PROPERTY_MULTIPLE;"
MsgBox OConnection.State
MsgBox mySQL
oRecordset.Open mySQL

OConnection.Close

End Sub

I forgot to mention the purpose of the code and some other pertinent information. I want to be able to open a recordset. After I am able to do this, I want to create an Excel function. I tested for connectivity and I tested that I could do something with the connection(print the table names). I can't figure out the how to create the record set.