Open your control panel and find the ODBC Data sources control. If you have win2K its in admin tools.
Open the control and click the system dsn tab. Click Add button, select mysql driver. Give the new DSN a name (you'll use this name in the later to link db's.) and enter other details, like mysql server name.
In access, create a blank database. Select link tables from menu or right click in blank area of tables list and select it. Choose the odbc option at the bottom of the dropdown list then specify the ODBC DSN you've just created. Select the files. Click OK.
Thats it. Access now behaves as though the files are in the same mdb. The difference is that the table icons have an arrow to show they are linked.
hth