Access files are.mdb, .dbf is fox-pro?? or some other, so...
Your ODBC set-up on you server is not guiding the client to the data. You have to set up the relationship (name it, configure it etc., etc., under ODBC on you NT box) It ain't that difficult, but you should seek help if you are uncertain
The error message you are getting is generic - Access assumes you did the ODBC link stuff, so when it can't get through decides it must be permission problems. Wel, it would, wouldn't it.

Good luck!!