OLE DB Method for SQL
<%
set cnn = server.createobject("ADODB.Connection")
cnn.open "PROVIDER=SQLOLEDB;DATA SOURCE=sqlservername;UID=username;PWD=password;DATABASE=databasename "
%>

DSN Less connection for Access
<%
set cnn = server.createobject("ADODB.Connection")
cnn.open "DRIVER={Microsoft Access Driver (*.mdb)};DBQ=c:\anydatabase.mdb"
%>

OLE DB Method for Access
<%
set cnn = server.createobject("ADODB.Connection")
cnn.open "PROVIDER=MICROSOFT.JET.OLEDB.4.0;DATA SOURCE=c:\anydatabase.mdb"
%>

File DSN Connection Method for Access
<% set cnn = server.createobject("ADODB.Connection")
cnn.open "FILEDSN=AccessDSN"
%>