You can't connect to an access database simply by specifying the filename of the database file "testdb.mdb". You need to register it as a datasource and then you connect to the registerd name. See this tutorial for the details about how to register it with the ODBC controller or just do Start|Run|odbcad32.exe. In the widget select driver for *.mdb, add/configure giving your DB a name and selecting the path to your mdb file. You connect to the name you just assigned, rather than the blah.mdb file per se.
cheers
tachyon