VB6 Heterogeneous queries require the ANSI_NULLS and ANSI_WARNINGS options to be set for the connection

If you are getting the next error on your VB6 applications when trying to run selects:

Heterogeneous queries require the ANSI_NULLS and ANSI_WARNINGS options to be set for the connection

Looks like the problem is in the ODBC connection. Be sure  you have selected the check boxes:

Use ANSI quoted identifiers

Use ANSI nulls, paddings and warnings