you can't add elements to a page as you usually do in VB with .Add or
.Append methods. Only IMG (picture) and OPTION (list item in listboxes)
elements can be created with createElement.
Instead, You should work with DHTML source text stream.

Something like this:

'Add combobox
Document.body.insertAdjacentHTML "beforeEnd", "<select name=cbo " & _
                                "ACCESSKEY=c datasrc=#dsoCustomers " & _
                                "datafld=City size=1>"

'Populate combo with values from rs:

Dim oCbo As HTMLSelectElement
Dim oEl As HTMLOptionElement

Set oCbo = Document.All.cbo

Do While Not rs.EOF
    Set oEl = Document.createElement("Option")
    oCbo.Add oEl
    oEl.Value = rs.Fields(0)        'item data
    oEl.Text = rs.Fields(1)           'Item text
    rs.MoveNext
Loop

I suggest you to download Internet Client SDK from MS site. You'll find
complete docs for DHTML.

HTH,

Alexander Shirshov