じゃあこれでいいんじゃね？

　　Dim objConnection As ADODB.Connection
　　Set objConnection = New ADODB.Connection
　　Call objConnection.Open
　　Call objConnection.BeginTrans
　　Call objConnection.CommitTrans
　　If Err.Number <> 0 Then
　　　　If objConnection.State = ADODB.adStateClosed Then
　　　　　　Call objConnection.RollbackTrans
　　　　End If
　　End If
　　If objConnection.State <> ADODB.adStateClosed Then
　　　　Call objConnection.Close
　　End If