In case anybody is wondering... I figured out my problem. The icon did not look like a winzip file to me when it came down, it was just a yellow file with a zipper on it. When I tried to open it - it would present me with an 'open file' type dialog box that I was not familiar with.
Finally, I figured out that if I right click to select unzip from the menu, the file then extracted to the DBA Connection Manager Access icon, and it works with 2003 no problem.
No wonder nobody replied with a solution to my problem!
Thanks for listening though.
Robin