Why can't you just do this?

[VBA]strSQL = "SELECT MSE_SEC_ID, MSE_TCKR_SYMB, MSE_SEC_SHT_NM, MSE_SEC_LNG_NM" _
& " FROM MSECURTY" _
& " WHERE MSE_SEC_ID IN " & strList _
& " ORDER BY MSE_SEC_ID"
[/VBA]