This looks like a problem with your VB code. Are you using a server-side cursor? If so, try making it client side. An example (omitting any parameters for the sp) :

Set l_cmdCommand = New ADODB.Command

With l_cmdCommand

.ActiveConnection = objDatabase.Connection

.CommandType = adCmdStoredProc

.CommandText = ProcedureName

.ActiveConnection.CursorLocation = adUseClient

Set l_rsRecordset = .Execute

End With