For whatever reason, Microsoft has removed the ability to sync an Access database to a Pocket PC under ActiveSync 4.0 and 4.1.  However Mike Boone seems to have found a workaround.  Here's what he posted in the newsgroups:

OK here is what I have learned so far that is necessary for Pocket
Access synchronization under Windows Mobile 5/ActiveSync 4:

The files adoce30.dll and adocedb30.dll must be on the device in the
Windows folder.  The file adosync.dll must be on the device and
registered.  Then, on the desktop, remove the following registry key:

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows CE
Services\SpecialDefaults\PocketPC04\Services\Synchronization\Objects\~MicrosoftTable

You may have to disconnect and reconnect the device before you see the
"Pocket Access" sync enabled.  That seems to be all there is to it,
except for a percentage of users who have been reporting an "Access
Denied" error when they try the transfer of a database file.  I haven't
figured out yet why some users are getting this message, so if anyone
has any suggestions on that please let me know.

I've not tried it, but I know he's been fighting it for a couple months, so I have no doubt about it working.  Great info - hopefully me blogging it will make it a little easier to find as well.