Object doesn't support this property or method: 'EOF'

Happens when you forgot to use SET when assigning an object to a variable, e.g.: 
 

set conn = CreateObject("ADODB.Connection")      conn.open "<connection string>"      rs = conn.execute("SELECT columns FROM table")      if not rs.eof then ' error here      ' ..

 
The line starting with "rs = " should start with "SET rs = " ...