ADODB.Connection not defined

Can someone please help me? I am trying to set up my database connection and I keep getting the blue underline telling me that my ADODB.Connection is not defined. Below is my code preamble to make the connection (or so I thought). Just for info, after my code I have all of my Select Case code after these declarations.

Public Class Form1
Inherits System.Windows.Forms.Form

Windows Form Designer generated code

Public Class DATABASE_CONNECTIONS

Private M_CONNECTION As New ADODB.Connection()
Private M_DATABASE_NAME As String
Private M_SERVER As String

Public Sub New(ByVal DATABASE_NAME As String, ByVal SERVER As String)
M_DATABASE_NAME = DATABASE_NAME
M_SERVER = SERVER
M_CONNECTION = New ADODB.Connection()




Thanks in advance.

you need to add a reference to ActiveX Data Objects 2.x (your version will vary, probably 2.7).

since this is .net to add a reference:
Project > Add Reference > COM tab and find the library.

it is also bad practice to have your variables in all upper case. that is generally only used for constants.