The fact that you are not getting an error makes me think that your recordset has no data - therefore .EOF is True and you never hit tstav's point 4 problem.
In addition to those other points, it's very inefficient to use SELECT * and then only use one field. If you just retrieve the data you want in the recordset, you can then use the Range.CopyFromRecordset method rather than populating cells individually in a loop.