Jacob, what you need to do is create a connection and not an application role.

If you really want to use an application role, login using the connection, then set the application role.

Be aware that you must disable connection pooling while using application roles in ADO or else, 1 out of every 2 connections will fail. One of the problems reported about that.

I guess (hope ) applications roles in ADO will be covered in a future article.