I am surprised that the connection string works for you, because it is missing a semi-colon. Set is only used with objects, so you would not say Set strNaam.
Set cn = CreateObject("ADODB.Connection")
With cn
.Provider = "Microsoft.Jet.OLEDB.4.0"
.ConnectionString = "Data Source=D:\test.xls " & _
";Extended Properties=""Excel 8.0;HDR=Yes;"""
.Open
End With
strQuery = "SELECT * FROM [Sheet1$E36:E38]"
Set rs = cn.Execute(strQuery)
Do While Not rs.EOF
For i = 0 To rs.Fields.Count - 1
Debug.Print rs.Fields(i).Name, rs.Fields(i).Value
strNaam = rs.Fields(0).Value
Next
rs.MoveNext
Loop
rs.Close
There are other ways, depending on what you want to do, such as GetString (GetString Method Description).