Access 2003 and Sharepoint

I have an access database (xxxxx.mbd) located on a file share and
hyperlinked from a sharepoint team site (2003) with a URL
"file://servername/share/xxx.mdb. When I click on the link in the IE window,
Access (2003) begins to start, gives the unsafe code warning, and then
stops. I can see and kill the MSACCESS process in task manager. If I cut
and paste the URL into the run window, the application opens fine. Since the
file association is correct, I do not see that KB 162059 applies. I have
also tried adding the *.mdb extension to the list of permitted file types,
all to no avail. Finally, there was a space in the access filename, which I
eliminated, with no change.

All I can figure now is that the application is opening an "mdb" file that
runs an autoexec form when the database opens. There is also a linked mde
and some tables in another access file. Does anyone have any idea whether
this would stop the file from opening from Sharepoint? Or is there something
else inherent in opening an Access database from sharepoint?

Thanks.
J. Willard
VA Dept of Transportation