What version of PHP have you installed? You might consider PHP5 if using MySQL 4.1, or note that PHP4 (while it works) is considered an old client to MySQL 4.1 and above - see the following regarding a change in MySQL 4.1 for passwords: http://dev.mysql.com/doc/refman/5.0/en/old-client.html
. You can resolve the "old client" issue be following the instructions outlines.
I'm assuming you're environment is Windows (and I'm comparing to my 5.1.6 PHP install) - to connect to MS-SQL, uncomment the line "extension=php_mssql.dll" in php.ini and restart IIS.
Regarding MS Access - I think there may be fancier ways, but the short and easy answer is to connect over ODBC. Here's an article that might help: http://www.phpfreaks.com/tutorials/61/0.php