Connection to an acess database

I am trying to connect to an access database. I have successfully created the udl and tested its connection but have fallen at the next hurdle. When I try to run my script it errors on the line "Dim cnConnection As ADoDB.connnection" with Compile error: User-defined type not defined. The script up to the point it fails is shown below:

Sub ImportAmbients()
'18/11/09 JCalam Scrip to import the ambient contitions from the balance database.

Const ConString As String = _
"Provider=MSDASQL.1;Password=buttman;Persist Security Info=True;Data Source=BalanceData;Mode=Read;Initial Catalog=C:\BalBase\Bal32Base"

Dim cnConnection As ADODB.Connection

'I am pretty sure it is related to be not having the required add in or dll installed. When we did out course we had to enable and add in or option. Any help would be greatly appreciated.

Jeff