Thankyou all for your inputs. I have investigated, asked the SYSOP, and found out where the API003 is stored. C# did not care about this, but after changing the connectionstring, I can now run also in vba!!
Solution : Check in iSeries Navigator where the Procedure is stored, and add database and Default Libraries:
DATABASE=QGPL;DefaultLibraries=MVX9MOD;
Correct connectionstring:
cnn.ConnectionString = "Driver={iSeries Access ODBC Driver};System=172.18.0.51;DATABASE=QGPL;DefaultLibraries=MVX9MOD;Uid=SKS6400;Pwd=password;"