This is related to new security settings in Internet Explorer 7. You
need to explicitly tell it that files on your server are safe to open.
To do so, go to Internet Options/Security and click on Local Intranet
then Sites. Then click on the Advanced button. You need to add an entry
in the form file://servername, where servername is the actual name of
your server.
Alternately, you can just enter the full server path to you mdb file.
When you click Add, IE will 'translate' that into the proper format.
