Yes, it is affected.
http://www.microsoft.com/technet/security/Bulletin/MS06-014.mspx
Affected Software:
.Microsoft Windows XP Service Pack 1 running Microsoft Data Access
Components 2.7 Service Pack 1 - Download the update
.Microsoft Windows XP Service Pack 2 running Microsoft Data Access
Components 2.8 Service Pack 1 - Download the update
.Microsoft Windows XP Professional x64 Edition running Microsoft Data Access
Components 2.8 Service Pack 2 - Download the update
.Microsoft Windows Server 2003 running Microsoft Data Access Components
2.8 - Download the update
.Microsoft Windows Server 2003 Service Pack 1 running Microsoft Data Access
Components 2.8 Service Pack 2 - Download the update
.Microsoft Windows Server 2003 for Itanium-based Systems running Microsoft
Data Access Components 2.8 - Download the update
.Microsoft Windows Server 2003 with SP1 for Itanium-based Systems running
Microsoft Data Access Components 2.8 Service Pack 2 - Download the update
.Microsoft Windows Server 2003 x64 Edition running Microsoft Data Access
Components 2.8 Service Pack 2 - Download the update