This is actually rather simple. When a stored procedure that is written as a select statement is returned from VB, it is returned as a recordset.
First create your stored proc and make sure it's installled on SQL Server See the example in this thread. If it's a simple stored proc without parameters, just call it how you would call any recordset: rs.open "proc_name_here", conn
If it's a proc with input parameters, you need to create a command object first. Then do as follows:
With cmdProc
.CommandText = "proc_name_here"
.CommandType = adCmdStoredProc
.ActiveConnection = adoConn
End With
Set rsData = cmdProc.Execute(, Array("parameter_here", "parameter here"

)
Then treat the RS as you would any other.