Operation Is Not Allowed When The Object Is Closed?

I am using an ADODB connection to a Sybase ASE Database for a small app that runs queries and returns the results to a grid, to XML and to Schema file. I recently tried the query on a Sybase script (Between a Begin and End statement) and had an exception when I used RS.EOF which reported "Operation is not allowed when the object is closed." The code works fine for other queries, including those between begin and end statements, so I did some debugging and found that the failure only happens when my SQL script (Which is typed into a rich text box) contains either Sybase variables (ex. @MyTable) or uses temp tables (ex. Select * into #mytemptable from myrealtable). The actual execution works OK (without an exception) but the recordset seems to be closed. A failing example is :

Begin
Declare @Name Varchar(30)
Select @Name = "MY_TABLE"

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