MS Access ODBC Connection

I am using WIN XP, IIS 5.1 and MS Access as database support. I set up the file security to include IUSR_MYNAME on the permissions list for all my web files, DB and scripts.
I set up and ODBC connection (system) and linked it to my Access database file.

I am however getting the same error when I try to load any ASP page on the line where I command the script to open the connection. Are there any local security issues I am forgetting?

Set conn= Server.Createobject("ADODB.Recordset")
Conn.Open "MyAlias"

that's where I get the error.
"Error type:
Provider(0x80004005)
Unspecified Error"