I have now solved this problem, if anyone want to have the code here it is:
Dim cn As New rdoConnection
Dim qr As New rdoQuery
Dim rs As rdoResultset
With cn
.Connect = "DRIVER={SQL Server};Server=(local);Database=MyDB;Uid=sa;Pwd="
.EstablishConnection prompt = rdDriverNoPrompt
End With
cn.Execute "Use Master"
qr.SQL = "sp_who"
qr.CursorType = rdOpenDynamic
Set qr.ActiveConnection = cn
qr.Execute
Set rs = qr.OpenResultset(rdOpenForwardOnly, rdConcurReadOnly)
'To print the result in a listview:
Dim lstItem As ListItem
Do While Not rs.EOF
Set lstItem = ListView1.ListItems.Add(, , Trim(rs!spid))
lstItem.SubItems(1) = Trim(rs!Status)
lstItem.SubItems(2) = Trim(rs!loginame)
lstItem.SubItems(3) = Trim(rs!HostName)
lstItem.SubItems(4) = Trim(rs!blk)
lstItem.SubItems(5) = Trim(rs!dbname)
lstItem.SubItems(6) = Trim(rs!cmd)
rs.MoveNext
Loop