.mdb's are blocked from uploading specifically because it won't work when
run from within a Document Library. .mdb's must be run from a file  system,
there is no workaround.

If its just a question of distributing the file, you could zip it or rename
the extension to store it on SharePoint. Obviously you still won't be able
to run it from there though.

Are you trying to open  the mdb file?

You do not have the same level of access  to a file  in SharePoint
that you do if it on a file system.

If you want the data in the Access DB file to be hosted in
Sharepoint you will have to uplad the data into SharePoint lists. I
think that there is an Access upsized tool to help you do this but I
think that it exists in Access 2007 not 2003.

For whatever reason, Access does not behave like other Office (or
other) documents. We worked with Microsoft even on this one and
found that they have to download a local copy of the file, use it,
and then upload it back. Not desired, of course....but.....

On the flip side, another coworker of mine did some really awesome
stuff exporting lists to Access and joining them to other data
sources (i.e., exported surveys, joined the submitter names to our
central warehouse data etc...). Or...if their database  isn't
an "app", might be worth exploring if any of it could be converted
into SharePoint lists. Of course, if they are related tables or a
more complex "app", that may not be desirable.