I had read about the |DataDirectory| macro for connection strings in the context of Sql Server Express Edition. Imagine my surprise when I found out it works not only on the SqlClient managed provider, but the OleDb managed provider also.
This greatly simplified the configuration of a new website I'm working on that uses an Access database. I know, I don't like Access on the web either, but it wasn't my decision, and it will generally have no more than one user at a time.
Anyway, if you need to use an Access database in the App_Data folder on an ASP.NET 2.0 project, the following connection string will get you started:
Provider=Microsoft.Jet.OLEDB.4.0;Data source=|DataDirectory|TheDatabase.mdb