Private PriceRemoverConnection As ADODB.Connection

Sub Test()

  Set PriceRemoverConnection = CurrentProject.Connection

  If (PriceRemoverConnection Is CurrentProject.Connection) Then
    MsgBox "Да"
  else
    MsgBox "Нет"
  End If

End Sub

Почему "Нет"?

http://www.sql.ru/forum/1198248/proverka-identichnosti-obektov