ich mache es immer so:

try
	{
		pConn->Open((_bstr_t)conString, L"", L"", adOpenUnspecified); 
	}
	catch(_com_error &e)
	{
		_bstr_t bstrSource(e.Source());
        _bstr_t bstrDescription(e.Description());

		CString message = (CString)bstrSource.copy();
		message+="\r\n\r\n";
		message+=bstrDescription;

		AfxMessageBox(message);
	}