Ya lo modifique segun comprendi, no me genera error, mas no carga los datos dentro del DataGrid
Código vb:
Ver originalDim Conectar As New Connection, Query As New Recordset, Sql As String
Conectar.CursorLocation = adUseClient
Sql = "SELECT * FROM Categorias ORDER BY Categoria_Nombre"
Conectar.Open "Provider = Microsoft.jet.oledb.4.0; data Source = C:\Users\Admin\Documents\Database_ARE[MJ].mdb"
Query.Open Sql, Conectar, adOpenDynamic, adLockOptimistic
Set Me.DataGrid1.DataSource = Query
Query.Close
Set Query = Nothing
Conectar.Close
Set Conectar = Nothing