Using MS-ADO in VC++

Hello,
I have been trying to use ADO inside a C++ win32 static DLL but am having no luck.  Almost all the documentation says the same thing: type in this #import "..... msado15.dll" and then they just stop explaining, like something magical is supposed to happen after that.  I am putting this #import directive inside "stdafx.h".  I build the DLL successfully, but I was under the impression that some classes were supposed to be generated in my project file based on the ADO dll.  I am not sure when to use, for example, _Recordset or _RecordsetPtr.  I am looking at sample code from a MS KB article that does something like this:  (notice the dot on the first one and the pointer reference on the second one... and their sample code compiles and runs!)....

_RecordsetPtr rs;
rs.CreateInstance( __uuidof( Recordset ) );
rs->Open("select * from myTable", "myDSN", adOpenStatic,adLockBatchOptimistic,-1);

By the way, I am getting a linker error on the "open" call:
     rs->Open("select * from myTable", "myDSN", adOpenForwardOnly, adLockOptimistic, adCmdText);

I know I am just not doing something right.  Any help is greatly appreciated!!  Thank you.