Você pode se conectar ao MySQL com uma string de conexão e ADO:
''http://support.microsoft.com/kb/246335
Set cn = CreateObject("ADODB.Connection")
Set rs = CreateObject("ADODB.Recordset")
strCon = "Driver={MySQL ODBC 3.51 Driver};Server=localhost;Database=MyDB;" _
& "User=root;Password=pw;Option=3;"
cn.Open strCon
Você também pode usar o DSN com uma conexão com o Excel usando o driver Jet:
Dim cn As ADODB.Connection
''Not the best way to get the name, just convenient for notes
strFile = Workbooks(1).FullName
strCon = "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=" & strFile _
& ";Extended Properties=""Excel 8.0;HDR=Yes;IMEX=1"";"
Set cn = CreateObject("ADODB.Connection")
''For this to work, you must create a DSN and use the name in place of
''DSNName
strSQL = "INSERT INTO [ODBC;DSN=DSNName;].NameOfMySQLTable " _
& "Select AnyField As NameOfMySQLField FROM [Sheet1$];"
cn.Execute strSQL
