Check if value is in a recordset

I'm performing an action this is similar to that found here: /forum/showthread.php?38904-check-if-a-value-is-in-a-recordset (I cannot post URLs, new user)

I'm connecting to an SQL database and pulling across the recordset into variable rs. My SQL query is such that I'm connected to the database and using the following: SELECT DISTINCT [LGA] FROM [DBTableName]. This is populating the recordset successfully.

Can I check if a value (eg "LGA 01") is in the record set with the statement below? The example linked seems to be integrating the field name in to a second query, or something. I've not got my code in front of me to test this out at the moment, unfortunately.

[vba]
rs.Filter = "LGA 01"
If Not rs.EOF Then
MsgBox ("Record found")
Else
MsgBox ("Record Not Found")
End If
[/vba]