This is unfortunately a problem, and not much you can do.
However, if you build a shortcut on each users desktop and the "click" on
the shortcut, then you eliminate the difficulty, and potentially "harmful"
possibly of deleting the data file.
In fact, in word, excel, and ms-access if you go file->open, while browsing
you can actually DELETE files in the file open dialog if you hit the delete
key. If you are in a hurry, then often you hit "yes" to the delete. So, that
file open dialog is quite dangerous, be it excel, word, or ms-access.
Perhaps what is even more troubling is that in word, or excel, people are
*used* to going file - > open for each NEW document. With a database system,
you are as a general rule NOT create a new document (file) each time you use
the program. So, to keep confusing down to a mim, you should ALWAYS provide
a shortcut to the application part. (so, the users can just click on a
icon...and the application runs). And, if you spend a bit of time, then you
also can hide all of the ms-access stuff (tables, extra options, ability to
design/modify forms etc).
Last but not least, you really want to "split" the database into two parts,
and the application part should be installed on EACH workstation.
I explain why, how, and what splitting is about here:
http://www.members.shaw.ca/AlbertKallal/Articles/split/index.htm