connecting acces by using .udl file

Question

hey coders..i want to connect my program with access..To do that i created a database in Access 2007 and saved it as Access 2003 with mdb extension..and i moved it to my project's debug file and i tried to connect it with udl file under debug fiile also...mdb has a password...i dont make  a password for the mdb the connection is successfull but when i make a password there it gives error like "the provider had an error while connecting " and something like that
so what is wrong here? and why i can connect to database when i dont have a password