As stupid as this sounds, did you create a system DSN on your server? (Or for that matter, did your host?) This is the object that provides the original connection to the database.
Since you're obviously an ASP newcomer (and there's nothing wrong with that...we all were once), you're going to learn three very important lessons within the next few months:
1) Most ASP tutorials are
c-r-a-p, crap. Flat-out, dyed-in-the-wool crap.
2) It's better to use a DSNless connection for a database. Much, MUCH better. Major performance upgrade. But...that's a future lesson. Google the term "DSNless Connection", and you'll see lots of information and performance results on the subject.
3) Dr*amw*av*r, much as it does for HTML, generates abominable ASP code. This is just one of many examples of it. Hand-code ASP, and really study it, and you'll be much better off. The learning curve is HELL, but it's worth it.
To help yourself out, get a text editor like Notepad ++ that colour-codes things. It will make your life a lot easier.
If you really want some good basic tutorials, check out this site:
http://www.haneng.com . This one's been around for 6 years in pretty much the state you see it, and it's a great site for learning from at first.
When you're done there, here are some other good ASP-type resources:
http://www.asp101.com
http://www.4guysfromrolla.com <--- these guys have some way-cool advanced stuff, but it's not really for the newbie.
Anyway, I know it's not the answer you wanted to hear, but it really is the best answer. There isn't a good code generator for optimized ASP. Ya gotsta get your hands dirty, son.
I am Jeremiah Dixon...I am a Geordie Boy...a glass of wine with you, sir, and the ladies, I'll enjoy...