Sub Test()

    Dim conn, rs
    Dim StartTime, EndTime
    Set conn = CreateObject("ADODB.Connection")
    Set rs = CreateObject("ADODB.Recordset")

    StartTime = Timer

    ' set any desirable timeout in seconds

    ' edit this connection string
    conn.ConnectionString="DSN=test"
    conn.Open
    conn.CommandTimeout=3

    rs.Open "SELECT SLEEP(10)", conn

    MsgBox "Done! Elapsed Seconds " & (Timer-StartTime)

    rs.Close
    Set rs = Nothing

    conn.Close
    Set conn = Nothing

End Sub

Test