set connection=createObject("ADODB.Connection")
set command=createobject("ADODB.Command")
Set fso = CreateObject("Scripting.FileSystemObject")
Set MyFile = fso.CreateTextFile("\\SERVER\Logs\TextName.txt", True)
connection.open "CONNECTION STRING"
command.activeConnection=connection
command.commandtext="SELECT * FROM BLABLA"
'
'
'NOW THE IMPORTANT PART!!!!!
'
'
set recordset=command.execute
Do Until recordset.EOF	
      output = recordset.Fields("Context")
	recordset.movenext
	MyFile.Writeline output
Loop
MyFile.Close

Private sub sqlconnection1()
        Dim sqlcon As New SqlConnection("CONNECTION STRING")
        sqlcon.Open()
        Dim sqlcom As New SqlCommand
        sqlcom.Connection = sqlcon
        sqlcom.CommandType = CommandType.Text
        sqlcom.CommandText = "SELECT * FROM BLABLA"
        sqlcon.Close()
        sqlcom.Connection = Nothing
       'BUT now i don't know how can I go on..... like the example in my _
         VBScript!
End sub()