This is my select statement
strSQL = "SELECT * FROM application ORDER BY rating DESC"

When I run the code this is the error I am getting:
Syntax error in ORDER BY clause.

What am I doing wrong ?

Two things -- first, make sure that you have a column in your "application" table called "rating." Make sure you have no capitalization differences as well. Second, what data type is "rating?" It needs to be either a numeric or VARCHAR or something which MySQL knows how to order -- I will assume that it is an INT or DOUBLE, so that should be find.

As a means of checking that you are good on all other points, try running just this SQL with no errors:
SELECT * FROM application