It's not ADO that has the CopyFromRecordset method, its Excel:
Dim conn As New ADODB.Connection
Dim rs As ADODB.Recordset
Dim strSQl as String
strSQL = "Select * from tblSomeTable"
conn.CursorLocation = adUseClient
Set rs = conn.Execute(strSQL)
'Create a new workbook in Excel
Dim oExcel As Object
Dim oBook As Object
Dim oSheet As Object
Set oExcel = CreateObject("Excel.Application"

Set oBook = oExcel.Workbooks.Add
Set oSheet = oBook.Worksheets(1)
'Transfer the data to Excel
oSheet.Range("A1"

.
CopyFromRecordset rs
'Save the Workbook and Quit Excel
oBook.SaveAs "C:\Book1.xls"
oExcel.Quit
'Close the connection
rs.Close
conn.Close
Mark