database

One way of doing this is to rename your MS-Access datafile with another extension, say .dat and also use password protection for the file. However, your connection string in your VB program must provide the correct password to open the file from within your program.
Another method is not to use Access but to use MSDE (Microsoft Database Engine). This allows you to create a SQL-Server 7.0 compliant database for use in your application. However, there are some distribution issues you need to watch out for if you go this route.
I hope this helps.

Aside from enabling password protection on the MSAccess Database. You should also provide encryption on the DB data. This way, should any one be able to open the DB, they wont be able to understand it.

good luck.