Need help with MySQL and VB !

Hello,

I'm developing a database using MySQL(v 4.0.4 beta-max-nt) as my database server and a vb(VB6) application as the client. On my client application, I have developed a class module that performs all the SQL calls to MySQL.
The database has 7 tables. One of my tables has about 15000 records.
My problem is that when I execute a query to this specific table, it takes about 10 seconds to get the result. It is way too long and I have no idea of what is the problem.

Does somebody can tell me what is wrong or what I'm doing wrong??

Here is what I have on my class module using ADO which makes the SQL call

Private Sub Class_Initialize()
Set cnCommercial = New ADODB.Connection
cnCommercial.Provider = "MSDataShape"
cnCommercial.ConnectionString= "DSN=myODBC;UID=*****;PWD=*******; "
End Sub

Private Sub Class_Terminate()
Set cnCommercial = Nothing
End Sub

Public Function Get_Table_Recordset(strTable As String) As ADODB.Recordset
cnCommercial.Open
cnCommercial.CursorLocation = adUseClient
strSQL = "SELECT * FROM " & strTable
Set Get_Table_Recordset = cnCommercial.Execute(strSQL)
Get_Table_Recordset.ActiveConnection = Nothing
cnCommercial.Close
End Function

have you tried this same command from the mysql command line?
You could also try and put an index on the table which would speed up retrieval also.