You can't "convert" to an Access database.
What you are looking for is ACCLINK.XLA, which allows you to interact with MS
Access.
Can be downloaded from this site as self-installing ACCLINK.EXE
http://office.microsoft.com/downloads/2002/acclnk.aspx
NOTE: have not seen an update for XL 2003.
The 2002 version seems to do the trick.
Note: if you have just one worksheet in your workbook, you can save as
dbaseIV format, which Access will open.
Gord Dibben Excel MVP