I've been having this problem as well, but with a SQL Server db. It seems that when you gain access to the database, some login event occurs. By default, windows uses some built-in login which shows up as anonymous when passed to the db driver. I had to to go in to the db manager, change a setting to bypass the windows default login, and always send username and password manually whenever I connect.
It sounds to me that you are having a similar problem, but with MS access rather than SQL Server. Does that sound like a possibility?
I'd love to know if anyone has worked out a good system for solving this problem, my way took several passes of trying one thing, testing, revising, etc.
Jared