Thanks Daniel and Thomas,

Yes it creates the connection but while creating the recordset it says " Variable adopenkeyset not found" and if i remove Adopenketset and again test it than it says "variable adLockOptimistic not found.".
It does work like
if I use like

Public oConnection as Object
Public oRecordset As Object

oConnection = createobject("adodb.connection")
oConnection.Open("Provider=MSDASQL;SERVER=HDS_SQLSERVER1;DATABASE=Pubs;DRIVER={SQL SERVER};uid=sa;pwd=sa")
oRecordset = CreateObject("adodb.recordset")
oRecordset.open("select * from _4_CLAIM_DBF_TEMP", oConnection, 1)
Actually I want to delete all the rows from the table "_4_CLAIM_DBF_TEMP" and insert data from FoxPro.

so the command
for xCOUNT = 1 to NCOUNT
oRecordset.delete
oRecordset.movenext
endfor

This gives me error at oRecordset.delete saying
"OLEIDispatch Exception code 0 from ADODB Recordset:
Object or provider is not capable of performing requested operation"

If instead I try this

oRecordset."delete from _4_CLAIM_DBF_TEMP"
I get the error message
"Unrecoganised command verb."

Thanks
Bharat