This is more-than-likely because your connection string isn't specifying a complete path to your database, something like "DataSource=mydata.mdb". Since you left out the fully qualified path, it is assumed that the database is in the current directory. The OpenFile dialog will change the current directory to whatever was picked in the dialog, thereby breaking the path to your database. ALWAYS use fully qualified paths when working with any kind of files.
string dbPath = Path.Combine(Application.StartupPath, "myData.mdb");
string connString = String.Format("blah;DataSource={0};", dbPath);
RageInTheMachine9532 "...a pungent, ghastly, stinky piece of cheese!" -- The Roaming Gnome