Era assim no vb6 com sqlserver . ficou assim no visual studio 2008 com sql server.
Consulta visual studio , sqlserver 2005 feita toda via codigo sem componente data , usando a referencia Microsoft ActiveX Data Objects 2.6 Library, assim era feita no visual basic 6 com sqlserver
 
Private Function ConsultaCliente(ByVal strfone As String) As Boolean

Dim cnn As New ADODB.Connection

Dim rst As New ADODB.Recordset

Dim strsql As String

cnn = New ADODB.Connection

'cnn.ConnectionString = "Provider=SQLOLEDB.1;Password=331310;Persist Security Info=True;User ID=sa;Initial Catalog=ExemploVb1;Data Source=PT01\SQLEXPRESS"

cnn.ConnectionString = strconnectionstring()

cnn.CursorLocation = ADODB.CursorLocationEnum.adUseClient

cnn.Open()

strsql = "select * from cliente where telefone = '" & strfone & "'"

If Not cnn Is Nothing And cnn.State = ADODB.ObjectStateEnum.adStateOpen Then

rst = cnn.Execute(strsql)

If Not rst.EOF Then

If Not IsDBNull(rst.Fields("Cliente").Value) Then txtCliente.Text = Trim(rst.Fields("Cliente").Value)

If Not IsDBNull(rst.Fields("Cidade").Value) Then txtCidade.Text = Trim(rst.Fields("Cidade").Value)

Else

cnn.Close()

cnn = Nothing

End If

End If