ADODB.RecordSet Object To Temporarily Store

I would like to use an ADODB.RecordSet object to temporarily store some data and then iterate through it. Actually it needs to be a RecordSet only because it is a perfect choice as data structure for what I want to do, I don't want to actually run queries or update tables with it. It seems to me, however, that the RecordSet works only if there's a query behind it. ADO complains about the RecordSet not being open when I try to add rows by the AddNew function, or try to add fields to it.

Is there a way to use the RecordSet without actual database date behind it? Or is there maybe some object in VBScript that provides the same or at least similar functionality? (Apart from Scripting.Dictionary, which is great, but I would like to use something more similar.