C#

1. If you're connecting to SQL Server, you could use the SQLConnection and related objects in the System.Data.SqlClient namespace;
2. If you really need an OLEDB connection, use the OLE DB Provider for SQL Server (SQLOLEDB.1), or the equivalent for your data source;
3. If you absolutely must have an ODBC connection, you need to download the ODBC provider for .Net and use that instead;

string jetConn = @"Provider=Microsoft.Jet.OLEDB.4.0;Data Source=.\tracker.mdb";
accessConn = new OleDbConnection(jetConn);

 //Common code
string jetConn = @"Provider=Microsoft.Jet.OLEDB.4.0;Data Source=.\tracker.mdb";
accessConn = new OleDbConnection(jetConn);
string query = "SELECT * FROM TABLE WHERE etc etc";

//Reader

OleDbCommand myCommand = new OleDbCommand(query, accessConn);
OleDbDataReader myReader = myCommand.ExecuteReader();
while(myReader.Read()) 
{
string datain = myReader.GetString(0); // gets string from column 0
}

//OR DataAdapter

DataTable dt = new DataTable(); //can use DataSet as well
OleDbDataAdapter sda = new OleDbDataAdapter(query, accessConn);
sda.Fill(dt);