You need to frist create a blank .mdb file in access. Now go into SQL and Export, leave the source as is and on the destination page scroll right up and select "Driver Do Microsoft Access (*.mdb). The first time you do it you need to create a new Data Source so click the box NEW, leave the first option as machine dependant, on the 2nd page select Driver Do Microsoft Access (*.mdb) click next. click browse and select the folder where you saved your blank DB. Give you data source a filename and save it.
On this page Under Databases click select and navigate to your empty db. Every other time you do it on the Destination page select FILE DSN and navigate it to your data source