If you want to access an MS Access .mdb file, you have to use the ODBC bridge driver, which is only really suitable for testing, really (even Sun states that it shouldn't be used in production).
There are alternative, but commercial, ODBC bridge drivers available though. But then again, Idoubt that you will be able to access the Access database from another and non-windows machine.
The last time I checked, the SQL-server JDBC driver from Microsoft came with an installshield which installs all kinds of scary .dll files and so only works on Windows. Besides, I found it's not exactly the fastest driver and not really stable too.
For SQL server, try jTDS (http://jtds.sourceforge.net/
). It's fast, reliable and very easy to install/use (it's just a jar).