In answer http://www.4guysfromrolla.com/webtech/sqlguru/q080400-2.shtml
you say that creating a database is as simple as executing

CREATE DATABASE name

and that it's simple to port that SQL to ASP.

However, when I try to execute this SQL in ASP like so:

Set cmdFiltered = Server.CreateObject("ADODB.Command")
cmdFiltered.CommandText = "CREATE DATABASE name"
cmdFiltered.CommandType = adCmdText
cmdFiltered.Execute

I get an error informing me that
"Operation is not allowed on an object referencing a closed or invalid connection."

But I cannot give the command object an open connection to work with because that requires a filename and the file hasn't been created yet.