No se puede hasta donde conozco, si no querés recorrerlo de ninguna manera podés convertirlos a XML, fijate con ésto si te sirve:
Recordset a XML:
Dim oStream As ADODB.Stream
Set oStream = New ADODB.Stream
oRecordset.Save oStream, adPersistXML
Dim sXML As String
sXML = oStream.ReadText
oStream.Close
Set oStream = Nothing
XML a Recordset (sXML es el String XML):
Dim oStream As ADODB.Stream
Set oStream = New ADODB.Stream
oStream.Open
oStream.WriteText sXML
oStream.Position = 0
Dim oRecordset As ADODB.Recordset
Set oRecordset = New ADODB.Recordset
oRecordset.Open oStream
oStream.Close
Set oStream = Nothing
Set oRecordset = Nothing