I wrote a report using Crystal Reports XI linked to an Access database here C:\\MyData.mdb.
The report has one field (simplified for this example) and no sub-reports.
In Crystal Reports XI (possible on all version I'd imagine) I changed the Database Type from Access/Excel (DAO) to OLE DB (ADO).
I bet if I had persisted I could have set the location of the System.mdw
against the reports Datasource Location in the C# code (see above), as indicated by David.
So many thanks David for the top notch steer towards the cause of this exceptionally 'niche' problem - I hope it helps someone else!
Added on behalf of the OP.