Passing Recordset from C# to VBScript

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I am working on a COM dll in C# that needs to pass an ADODB recordset back to
the calling VBScript. I believe I have everthing setup correctly, as the
calls work, and it looks like a recordset is returned, however, the recordset
is null or closed. What is the trick to passing a recordset back from C#?

The Call:
Set rs = CreateObject("I nterface")
rs.Init "System", "ODBC", "user", "pass", "database", "server"
retVal = rs.DataImport(" value")

C#:
using ADODB;

[Guid("C3C26A94-9639-43c4-B59C-E245C8A68D44")]
[InterfaceType(C omInterfaceType .InterfaceIsIDi spatch)]
public interface iInterface
{
[DispId(1)] bool DataExport(stri ng OrderNumber, string
TrackingNumber, decimal Freight, decimal Weight, string ShipDate, string
ShipVia, string MiscNum);
[DispId(2)] bool DataVoid(string OrderNumber, string TrackingNumber,
decimal Freight, decimal Weight, string MiscNum);
[DispId(3)] Recordset DataImport(stri ng OrderNumber);
[DispId(4)] void Init(string nameVal, string odbcVal, string
userVal, string passVal, string dbVal, string srvVal);
}

[Guid("EF8369F0-CF42-40b1-B3F3-0EC54CE73FF4")]
[ClassInterface( ClassInterfaceT ype.None)]
[ProgId("Interfa ce")]
public class PSIHeader:iInte rface
{
//misc stuff - create connection, query etc...
//Recordset creation and return
rs.CursorLocati on = CursorLocationE num.adUseClient ;
rs.Open(query.T oString(), cn,
ADODB.CursorTyp eEnum.adOpenFor wardOnly, ADODB.LockTypeE num.adLockOptim istic,
-1);

return rs;
}

I have been using regasm to register the type library.

Thanks