The easiest way to do it is with the VFPCOM Utility.
ors = createobject("adodb.recordset")
ovfpcom.cursortors(ors)
ovfpcom.cursortors(ors,"datalist")
If you don't have vfpcom, you can download it from the vfp website:
http://msdn.microsoft.com/vfoxpro/downloads/vfpcom.exe>How can I create an ADO recorset from the currently selected cursor (or table)?