I typically see this when an ADODB connection has not been opened, and then you try to open a recordset with the still closed connection;

for example:

dim conn As New ADODB.Connection

conn .ConnectionString = Provider=SQLOLEDB;Persist Security Info=False;User ID=sa;Password=unknown;Initial Catalog=pubs;Network Library=dbmssocn; Data Source=someserver;   

conn .CursorLocation = adUseClient

'--commented out to duplicate error!

'conn.Open

 dim rs as new adodb.recordset

rs.Open "SELECT * FROM AUTHORS", conn, adOpenStatic, adLockReadOnly

--THIS WILL RAISE THE ERROR BECAUSE THE CONNECTION IS NOT OPEN

In an app I had, the connection was opened in a separate procedure with on error resume next, and then a different procedure, which assumed the conn was .Open would raise the same error, because the previous connection failed error was supressed.

hope that helps