You can do this 2 ways, you can setup a DSN on your server and connect that way or you can use OLEDB such as this:
Dim conn
set conn = Server.CreateObject("ADODB.Connection")
conn.open "Provider=SQLOLEDB; Data Source = (local); Initial Catalog = Northwind; User Id = sa; Password="
hth.
[Edit]
Forgot to tell you, going from MySQL to MS Sql you shouldn't have a problem with the data types and such. (Don't take my word as fact, I have only limited experience with getting MySQL and MS SQL to play nice together as we only use MS SQL at work.)
"The one language all programmers understand is profanity."
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