I've never used ADODB the way that you're attempting to.. and I don't know if this will solve your problem or not. But I'd personally use the 'ADODB.Recordset' to perform the query. Here's what I'd attempt..

my $conn = Win32::OLE->new('ADODB.Connection'); 
my $rs = Win32::OLE->new('ADODB.Recordset');

$conn->{'ConnectionString'} = 'provider=msidxs';
$conn->Open;

$rs->Open($queryString, $conn); #define $queryString beforehand
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Then I'd pass $rs to Data::Dumper to see how everything is structured.

Hope this helps..
Rich