I'm not familiar with the book. You might try asking your question on the forum specifically designated for that book:
http://p2p.wrox.com/forum.asp?FORUM_ID=147
The possible problem is that strConnection is the incorrect syntax or is pointing to a file that does not exist on your computer. You might try using the sample to determine the contents of strConnection and compare that with yours. Also trace down the files to be sure they all exist.
Other than that, try the forum mentioned above.
Randall J Weers
Membership Vice President
Pacific NorthWest Access Developers Group
http://www.pnwadg.org