Here's some sample code from Seagate:
Set CRSubreports = session("oRpt"

.OpenSubreport("ADODemo.rpt"
'Create the ADO Database Connection:
Set oConn2 = Server.CreateObject("ADODB.Connection"

oConn2.Open("ADO DEMO mdb"

set session("oRs2"

= oConn2.Execute("Select * FROM ADODemoTable"

Set Database2 = CRSubreports.Database
set Tables2 = Database2.Tables
set Table1s = Tables2.Item(1)
CRSubreports.DiscardSavedData
Table1s.SetPrivateData 3, session("oRs2"
HTH...