I followed the intstruciton, but I always met with 'access denied' problem. I end up with another way. I export the access table into a txt file using (comma separated values) format, and import it into the table in a MySql database(you have to create table with the same schema). After invoking the 'mysql' program, input a 'LOAD DATA' command to import the file.
mysql> mysql mydb
mysql> LOAD DATA LOCAL INFILE 'xxx.txt'
-> INTO TABLE tablename
-> FIELDS TERMINATED BY ',' ENCLOSED BY '"'
-> LINES TERMINATED BY '\r\n';
Done! It works fine. I think it can only be applied in small-scale migration.(without too many tables)