For most database systems, you can simply download a JDBC driver to connect to the Db with Java, but there aren't any free ones for Access. What you can do is create an ODBC datasource (with Windows), and use the JDBC-ODBC bridge to connect to that. I think the JDBC-ODBC bridge is included with the JDK package. Good luck!
You can create an access datasource in Win2k as follows: Start->Control panel->Administrative tools->Data Sources(ODBC)->MS Access Database->System DSN->Add->Select MS Access Database Driver ->Finish->Enter datasource name->Select Database->Click ok