Open the ODBC Data Source Administrator

Windows 98 it is in Control Panel under 32bit ODBC

Windows 2000 it is in Control Panel, Administration Tools and Data Sources ODBC.
 

In ODBC Data Source Administrator select the tab System DSN

Click on the Add button (right hand side of the dialog box)

Another dialog box asking you to select a driver for the data source will appear and select the Microsoft Access Driver (*.mdb) driver from the list.

Then click on the next finish button and the bottom of the dialog box.
 

ODBC Microsoft Access Setup will appear. Set a name for the data source which will also be the name you use in your ASP scripts.

Click on the Select... button in the middle on the left.

Select Database on your hard drive for the database.
 

Click OK button and you should now see your new ODBC Data Source.