Creating ODBC data source fails

Here is what happens (Windows 2000):
1. open the ODBC Data Source Administrator
2. go to the System DSN tab
3. then click Add - the Create Data Source screen pops up
4. select Microsoft Access Driver (*.mdb)
5. click Finish - the Create Data Source screen just disappears

The same happens if i select User DSN in step 2 or if i select any
other Access driver in step 4.

Any ideas, how can i create the DSN?

Thanks!