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In your connectionstring do you have the path to your database hardcoded?

You need to use a commondialog box control to allow the browsing. Thentake
the selected db and path and you would place it in a connection string like
this and then open the selected db.
Ex.
Code:
Cnn.ConnectionString = "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=" & strDBPath & ";Persist Security Info=False"