Cannot Initialize OLE DB Provider for Linked Server

I've got a linked server that uses Microsoft.Jet.OLEDB.4.0 OLE DB provider for a linked server pointing to a access mdb file.
I'm trying to set this up on a 64bit Windows 7 box running SQL Server 2012 Express.  Every time I try to set it up I can get no further that an error message  I've logged in ssms using Windows Authentication and no password.
TITLE: Microsoft SQL Server Management Studio ------------------------------
The linked server has been created but failed a connection test. Do you want to keep the linked server?
Cannot initialize the data source object of OLE DB provider "Microsoft.Jet.OLEDB.4.0" for linked server "XSTORE_315". OLE DB provider "Microsoft.Jet.OLEDB.4.0" for linked server "XSTORE_315" returned message "Unspecified error". (Microsoft SQL Server, Error: 7303)
What am I doing wrong to create a linked server to this access database?