You should stick with sprocs.
Code:
<%
Dim rs
Set rs = Server.CreateObject("ADODB.Recordset")
Set rs = ObjCmd.Execute
While Not rs.EOF
Response.Write(rs.Fields("name_of_first_field")
Response.Write(rs.Fields("name_of_first_field")
rs.MoveNext
Loop
Please note that this is air-code (i.e. written from memory and un-tested.