That is because MS changes the format of Access's *.mdb files every now and then (nearly every iteration of a new office version...).
See
http://www.connectionstrings.com to see the differences between the various versions of the connection strings needed for the various versions of access.
Now, there are a couple of things that you can do to solve this...
One is to use Access 2k3 and save the file in a prior access version. The other is to remove the data control and add the ADODC control while using the information from
www.connectionstrings.com to be able to connect.
And finally, just get rid of the control and use code to access the database...
Now, if you don't know how to use code to access the database, then you will need to search for an ADO tutorial with your friends (yahoo, google, ask, answers, bing) or you could use the data form wizard to generate the code for you (found under add-ins>add-in manager). However, since the data form wizard was put out before the 2k3 format, you may have to use the ODBC option. If so, no big deal, use it (after creating one), and then use the information from
www.connectionstrings.com...
Good Luck