Server side Cursor

In Access 2002 (project) I have used the following code in order to
use a server side cursor,

Set cnnClientFrm = CurrentProject.Connection
cnnClientFrm.CursorLocation = adUseServer

Do you need to configure anything on the SQL server side to make this
work or make it work more efficently?

The reason I ask is that I just have tried switching this between
adUseServer and adUseClients on a connection that then is used to load
a particularly large recordset and it doesn't seem to make any
performance difference that I can determine.

Thanks,

Bob.

NB: I posted this originally in the Access group but got no replied so
I am reposting here.