I have a script to connect to a database and run a query but prior to
connecting to the database I need to authenticate to a firewall. Is
three a way to do this in vbscript?

DIM objConn, strConnection, objRS, strQuery
Set objConn = CreateObject("ADODB.Connection")

strConnection = "DRIVER={MySQL ODBC 3.51 Driver}; SERVER=192.168.0.1;
PORT=3306;" &_
"DATABASE=mydb; USER=user; PASSWORD=password; OPTION=3;"
objConn.open strConnection
set objRS = CreateObject("ADODB.RecordSet")
set objRS.ActiveConnection = objConn

strQuery = "select login,password from users where companyid=105"

objRS.Open strQuery
If objRS.EOF Then
Wscript.Echo "Record cannot be found."
Else
Do until objRS.EOF
wscript.echo objRS("login") & " " & objRS("password")
objRS.MoveNext
loop
End if

objRS.close
Set objRS = Nothing
objConn.close
Set objConn = Nothing