This Code worked Fine.....
To check the driver is installed or not open ODBC Data Source Administrator (Start > Run > type - ODBCAD32.EXE and hit enter) and check under the Drivers tab
SET NOCOUNT ON;
Exec sp_configure 'show advanced options', 1;
RECONFIGURE;
GO
Exec sp_configure 'Ad Hoc Distributed Queries', 1;
RECONFIGURE;
GO
SELECT ID,FirstName,Surname
FROM OPENDATASOURCE('Microsoft.Jet.OLEDB.4.0','Data Source=C:\AddressBook.mdb')...[tblContacts]
...[TableName]
Exec sp_configure 'Ad Hoc Distributed Queries', 0;
RECONFIGURE;
GO
Exec sp_configure 'show advanced options', 0
RECONFIGURE;
GO