Is it impossible to import database with using Common Dialog Box?

I am using Common Dialog Box to import file (Access Database). I wrote for code following:

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

Option Explicit
Dim FileName As String
-------------------------------

Private Sub Form_Load
*
*
Set Dbs = OpenDatabase(FileName)
Set Rst = Dbs.OpenRecordset("Query")
*
*
End Sub

Private Sub open_Click()
dlgCommon.ShowOpen
FileName = dlgCommon.FileName
End Sub
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

When i try to run this program,
"Select Data Source" dialog box pops up,
then if i choose "MS Acceess Database",
I am getting error message as following:

"Run-Time error 3423
You cannot use ODBC to import from, export to, or link an
external Microsoft Jet or ISAM database table to your
database."

I can't open database this way?
Do I have to use DirListBox, DriveListBox or TreeView to open and import file?

Please help me!
Thank you in advance.

Kaz