According to Carl Prothman's site
http://www.carlprothman.net/Default.aspx?tabid=87#OLEDBProviderForMicrosoftJet
assuming you mean password-protected, as opposed to User-Level Security
(where you need to supply a user id and a password), your connection string
would look like:
"Provider=Microsoft.Jet.OLEDB.4.0;" & _
"Data Source=c:\somepath\mydb.mdb;" & _
"Jet OLEDB

atabase Password=MyDbPassword", _
"myUsername", "myPassword"
(I have to admit I'm surprised about having to supply myUsername and
myPassword: try it without that)
If you do have ULS, you'd use
"Provider=Microsoft.Jet.OLEDB.4.0;" & _
"Data Source=c:\somepath\mydb.mdb;" & _
"Jet OLEDB:System Database=MySystem.mdw", _
"myUsername", "myPassword"