Alternatively, use second recordset object to return the results of your second query.
something like
objRecordSet.Open "select * from Customer", objConnection, adOpenStatic
do while not objRecordSet.eof
strCustomerId = objRecordSet.Fields("CustomerId"

.Value
objRecordSet_L2.Open "select * from Site where CustomerId = " & strCustomerId, objConnection, adOpenStatic
do while not objRecordSet_L2.eof
strSiteId = objRecordSet_L2.Fields("SiteId"

.Value
Print strCustomerId,strSiteId
objRecordSet_L2.MoveNext
loop
objRecordSet.MoveNext
loop
I know this is basic but the logic is the same Andie Harper
"If you can keep your head when all around you have lost theirs, you probably haven't understood the seriousness of the situation"