If you don't specify a path, the Open uses whatever is the "current" path on the server. In this case, it looks like it thinks C:\Windows\System32 is the current path. Include the absolute path in your Data Source parameter, and it should work.
John Viescas, author
"Microsoft Office Access 2003 Inside Out"
"Running Microsoft Access 2000"
"SQL Queries for Mere Mortals"