Got it!

Code:
    Dim cn As OleDbConnection = _
          New OleDbConnection("Provider=MSDAORA.1;" & _
                              "Password=IaM123;User ID=Able;" & _
                              "Data Source=DBWorld")

    Dim da As OleDbDataAdapter
    Dim ds As New DataSet
    Dim cmd As OleDbCommand = _
           New OleDbCommand("SET ROLE FS " & _
                            "IDENTIFIED BY FS_APPLROL", _
                            cn)
    da = New OleDbDataAdapter("SELECT NUM, REV, ID " & _
                              "FROM   FS " & _
                              "WHERE  NUM = '22'", _
                              cn)
    cn.Open()
    cm.ExecuteNonQuery()

    da.Fill(ds, "Sheets")