Click on the "Select" button and then use the file navigation window to browse to the database file you wish to access. If you set it up with the default installation, the path should be Program Files\Microsoft Office\Samples\Northwind.mdb. Click the OK button in the navigation window and then click the OK button in the ODBC setup window. Finally, click the OK button in the Data Source Administration window.
Use your browser to verify that your Active Server Page works properly. You should see something like the output below.