Remote Data Service

I am attempting to query a SQL database (Pubs) through RDS and HTTP:. I use the following code"

Set ds = CreateObject("RDS.DataSpace")
Set df = ds.CreateObject("RDSServer.DataFactory", "http://walden01")
'This query returns a recordset over HTTP.
Dim strCn As Variant, strSQL As Variant
strCn = "dsn=pubs;uid=sa;pwd="
strSQL = "select * from authors"
Set rs = df.Query(strCn, vstrSQL)

I get an error message saying that the Object/Module not found. I have installed MDAC 2.5 on the server machine.

Am I missing other required components?

Scott