On each key press (I presume the user is typing into a text box), create and execute a new sql query, like such:
"SELECT field1,field2,field3 FROM (your_table_name) WHERE field1 LIKE '" & textbox1.text & "%' "
Be warned, this method can be slow, especially if you've got a lot of data. You might consider reading the contents of the database into a table, and extracting only the records matching your search - especially if the data won't be modified by the user.
Gary