Opening Access database in WindowsXP

“You do not have the necessary permissions to use the object. Have your system administrator or the person who created this object establish the appropriate permissions for you. (Error 3033)

I receive this error when opening my mdb in Access only under the Windows XP OS. If I join my mdw under Workgroup Administrator, the database prompts for a logon and works fine. I can’t hold the Shift key though while opening the database to bypass the startup options. How can I hold the Shift key to bypass the startup options?

Thanks!!