>For anyone who is interested, I have come across a work around that allows a developer to access remote data the same as VB.
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>The trick is create an object of either ADO or RDO, pass a SQL query and it will retrieve a recordset in the same manner as VB and obviously all the ADO/RDO index searching facilities are available.
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>I have not tested this yet, but if someone can verify this before I can, all the better.

AFAIK ADO set needs to be serverside cursor and provider must support indexes for that.
IMHO an expensive solution.
As Martin and Andy already noted you're working with data sets. It'd be easier to create indexes on the SPT cursor if you need, rather than to manage ADO.
Cetin