Hi Veenu,
When you set up and install the application, your application exe will be at some location say:
C:\Program Files\MyApplication
Now, DataSource=Application.StartupPath + "\\Data\\Mahavir1.mdb;Persist Security Info=True";
means your mdb file should be present in
Data folder which will be a sub folder in folder containing your exe.
Please paste it over there and let me know if you still face the same issue.
There is another solution found here:
Link
Thanks.
Kishor