You have to use the OPENROWSET function

OPENROWSET('provider_name' 
    {
        'datasource';'user_id';'password' 
        | 'provider_string'
    }, 
    {
        [catalog.][schema.]object 
        | 'query'
    })

Exemple taken from MSDN

SELECT a.*

FROM OPENROWSET('Microsoft.Jet.OLEDB.4.0', 
    'c:\MSOffice\Access\Samples\northwind.mdb';'admin';'mypwd', Orders) 
    AS a

Patrice Merineau