Source: http://www.openwin.org/mike/index.php/archives/2003/07/transactions-in-vbmysql

Private Sub Transaction_Test()
Dim conn As ADODB.Connection
Set conn = New ADODB.Connection

Dim rs As ADODB.Recordset
Set rs = New ADODB.Recordset

conn.CursorLocation = adUseClient
conn.ConnectionString = "DRIVER={MySQL ODBC 3.51 Driver};" _
& "SERVER=127.0.0.1;" _
& "DATABASE=test;" _
& "UID=testuser;" _
& "PWD=12345;" _
& "OPTION=" & 1 + 2 + 8 + 32 + 2048 + 16384

conn.Open

conn.BeginTrans

rs.Open "SELECT * FROM mytable WHERE row_id = 115″, conn, adOpenStatic, adLockOptimistic, adCmdText
rs.Delete
rs.Close

conn.CommitTrans

conn.Close

Set conn = Nothing
Set rs = Nothing
End Sub