This is probably an old bug, but nevertheless one that cost me a few hours. When using a recordset in MFC 4.2 (comes with Visual Studio 6) and an odbc driver, do not open the recordset with a sql statement. That forces the first parameter in the open to be default (or dynaset which is the same). With a dynaset, MFC decides to call SQLExtendedFetch, like here
AFX_ODBC_CALL(::SQLExtendedFetch(m_hstmt, wFetchType, nRow, pdwRowsFetched, m_rgRowStatus));
And guess what ? SQLExtendedFetch returns the number of rows fetched, which AFC_ODBC_CALL freely interprets as an error code. Sure, your saying, who's using MFC4.2 now, or why not just change the source code ? All valid points, but after all, most people use the out of the box stuff, even nowadays.
All right, nuff said