From http://www.w3schools.com (Copyright Refsnes Data)

ADO Open Method

The Open method opens a connection to a data source. When the connection is open, you can execute commands against the data source.

Syntax

connection.Open connectionstring,userID,password,options

Parameter	Description
connectionstring	Optional. A string value that contains information about the connection. The string is composed of a series of parameter=value statements separated by semicolons. Provider= the name of the provider File Name= the file that contains the connection information Remote Provider= the name of the provider to open a client-side connection Remote Server= the path name to the server to open a client-side connection URL= the absolute URL address to use for the connection. See the ConnectionString property for details.
userID	Optional. A String value that contains a user name for the connection
password	Optional. A String value that contains a password for the connection
options	Optional. A ConnectOptionEnum value that determines whether this method should return after or before the connection is established.

Example

A DSN-less connection:

<%
set conn=Server.CreateObject("ADODB.Connection")
conn.Provider="Microsoft.Jet.OLEDB.4.0"
conn.Open "c:/webdata/northwind.mdb"
%>

A DSN-less connection with userID and password
(write the conn.open statement in ONE line):

<%
set conn=Server.CreateObject("ADODB.Connection")
conn.Open "Provider=Microsoft.Jet.OLEDB.4.0;
data source=c:/webdata/northwind.mdb;
userID=xxx;
password=yyy"
%>

An ODBC Database Connection:

<%
set conn=Server.CreateObject("ADODB.Connection")
conn.Open "northwind"
%>

ConnectOptionEnum

Constant	Value	Description
adConnectUnspecified	-1	Default. Opens the connection synchronously (after).
adAsyncConnect	16	Opens the connection asynchronously (before).

Complete Connection Object Reference