Obrigado pelas dicas ahteixeira
Resolvi com este código:
Dim strConnString As String
Dim oConn As New ADODB.Connection
On Error GoTo ErrorHandler
strConnString = "Provider=SQLOLEDB;"
strConnString = strConnString & "User ID=sa;password=xxxxxxx;"
strConnString = strConnString & "Initial Catalog=" & _
Database & ";"
strConnString = strConnString & "Data Source=nomeservidor\SQLEXPRESS,1433;"
strConnString = strConnString & "Use Procedure for Prepare=1;"
strConnString = strConnString & "Auto Translate=True;"
strConnString = strConnString & "Packet Size=4096"
oConn.Open strConnString
oConn.Execute "EXEC sp_grantlogin '" & UserNT & "'"
oConn.Execute "USE nomebasedados"
oConn.Execute "EXEC sp_adduser '" & UserNT & "'"
oConn.Execute "EXEC sp_addrolemember 'db_datareader', '" & "UserNT & "'"
oConn.Execute "EXEC sp_addrolemember 'db_datawriter', '" & UserNT & "'"
AddUserTOSQLServer = True
ErrorHandler:
If oConn.State <> 0 Then
oConn.Close
End If
Set oConn = Nothing