Permission denied when connecting to MS Access Db

I'm using Dreamweaver 8 on a Windows 2000 Server and I downloaded ColdFusion 8 to try. I followed the tutorials both online and in Dw 8 to connect to a MS Access database however each time I click on the plus sign in the Databases window and choose MS Access Connection (or MS Access Unicode connection), I get a message -

The following error has occurred while connection to the ColdFusion server:

Permission denied for the requested operation.

I have checked and rechecked permissions and they appear to be correct.

Is there something that I'm missing here?

(I'm new to Dw but I've searched all over for an answer to this and can't seem to find it despite the fact that it seems quite basic)

Thanks