SQL Server 2000
Standard Security
Driver={SQL Server};Server=myServerAddress;Database=myDataBase;Uid=myUsername;Pwd=myPassword;
Trusted connection
Driver={SQL Server};Server=myServerAddress;Database=myDataBase;Trusted_Connection=Yes;
Using a non-standard port
If your SQL Server listens on a non-default port you can specify that using the servername,xxxx syntax (note the comma, it's not a colon).
Driver={SQL Server};Server=myServerName,myPortNumber;Database=myDataBase;Uid=myUsername;Pwd=myPassword;
Prompt for username and password
This one is a bit tricky. First you need to set the connection object's Prompt property to adPromptAlways. Then use the connection string to connect to the database.
oConn.Properties("Prompt") = adPromptAlways
oConn.Open "Driver={SQL Server};Server=myServerAddress;Database=myDataBase;"