Oh well, in the end I just used a good old ADODB connections and made all the requests in T-SQL. For this script it's simply :
Dim conn
Set conn = CreateObject("ADODB.Connection")
conn.CommandTimeout = 9999
conn.Provider = "SQLOLEDB"
conn.ConnectionTimeout = 10
conn.Open "server=" & C_SQL_SERVER & ";uid=" & C_SQL_UID & ";pwd=" & C_SQL_PWD & ";database=Master"
sql = "CREATE DATABASE " & C_DB_NAME & " "
sql = sql & "ON ( NAME = '" & C_DB_NAME & "', FILENAME = '" & C_SQLDIR & "\" & C_DB_NAME & "_Data.mdf', SIZE = 5MB, MAXSIZE = UNLIMITED, FILEGROWTH = 5MB ) "
sql = sql & "LOG ON( NAME = '" & C_DB_NAME & "Log', FILENAME = '" & C_SQLDIR & "\" & C_DB_NAME & "_Log.ldf', SIZE = 5MB, MAXSIZE = UNLIMITED, FILEGROWTH = 5MB )"
conn.Execute sql