Access DB Connection String (ASP)

I'm having problems connecting to a database on our providers web server. Here is the connection string i'm using:

Set objConn = Server.CreateObject("ADODB.Connection")
objConn.Open "Provider=Microsoft.Jet.OLEDB.4.0; Data Source=email_order.mdb"

What's happening is it is defaulting to the server's C:. Anyone know how I can establish a connection using the URL of the database? For example, Data Source=http://www.website.com/shopping/email_order.mdb.

I've tried something similar btw, and it gave me a filename error. Any Suggestions? Thanks in advance for any help.

I moved it here because it is asp and there have been similar
questions. Here is one recent one. (http://www.visualbasicforum.com/showthread.php?s=&threadid=17031)