Connections

Sub ChangeSQL() 
Dim dbConnections As Excel.Connections 
Dim dbWorkbookConnection As Excel.WorkbookConnection 
Dim dbOLEDBConnection As Excel.OLEDBConnection 

Set dbConnections = ActiveWorkbook.Connections 
Set dbWorkbookConnection = dbConnections.Item("Northwind") 
Set dbOLEDBConnection = dbWorkbookConnection.OLEDBConnection 

dbOLEDBConnection.CommandText = "SELECT * FROM Orders" 
dbWorkbookConnection.Refresh 
End Sub 

If you change just the order of the select columns the change is not always refrected when you refresh