Visual Studio 2005 - If there isn't Database Name File for Access database file

You have to change a registry key:

HKEY_CLASSES_ROOT\CLSID\{F9AE8980-7E52-11d0-8964-00C04FD611D7}

Underneath this key should be a sub-key called "ProgID" with a value of "MSIDXS.1". If you can't find this, it is causing the problem you are seeing. Adding this back should fix the issue.