DB/Reporting :: Connect Database In Server From A Client Computer?

I wrote a program in VB2005. It is a program that is supposed to run in a client computer accessing an MS Access .mdb file stored in the server. The program itself is stored and run in the clients computer. I am not good in networking at all. The way I do it now is:

1. Have a directory made in the server to hold the MS Access .mdb file, and have the directory to be shared.

2. Have the same directory accessed and mapped in the client computer (say to Z:)

3. Then have the program in the client computer simply access the database as if it is in the same computer (as the directory already mapped into the client computer). In the VB 2005, this is done when we set the connection string of the database connection.

However, my user is complaining that by doing so, the database is basically exposed to the operator of the client computer (through the mapped directory), hence more vunerable for any bad intentions from persons who may have access to the client computer but not the server. He insists that he used to have a program that does exactly the same thing like my program, but the database is shielded in the server, where it cannot be seen in the client computer (I have other people who confirm that this can be done, though they can't tell me how, since they are not programmers themselves). Now, I have no idea on how to connect a database that way, and I don't even know where to start looking.