How to populate an array with recordset data

I am attempting to move data from a recordset directly into an array. I know this is possible, but specifically I want to do this in VBA as this is being done in MS Access 2003.

Typically I would do something like the following to achieve this:

    Dim vaData As Variant 
    Dim rst As ADODB.Recordset

    ' Pull data into recordset code here...

    ' Populate the array with the whole recordset.
    vaData = rst.GetRows 

What differences exist between VB and VBA which makes this type of operation not work?

What about performance concerns? Is this an "expensive" operations?