All this means is that someone else has the database open, and so it may create problems with the functions you are trying to run.
There is always a chance that this person might be you, and the operating system might not yet have cleared the lock. Look in the directory where the mdb file is kept, and see if there is an ldb file. The owner of this file is the person that has the database open. If the owner is you, ensure that you do not have the database open if you are connecting from outside the database. Alternatively, if you are trying to connect from within the database, try changing your Connection Open statement to set cnObj = Application.CurrentProject.Connection.
Hope that helps