You set up the DSN using the ODBC applet in the control panel. When you specify that the DSN is for an Access database it will prompt you for the location of the database. The location could be a mapped drive or a UNC name.
When you make your connection in your VB app just use the DSN name in the connect string. This is an easy way to move your database and not have to change any code.
Hope this helps :)
