Is this a database that was developed by the IT department or by the guy who left? If it's by the IT dept, there should be some documentation somewhere with the password in it. If it was developed by the guy on company time, then you should check his contract to make sure if he's legally obligated to provide you guys with the password (that is to say that it's the company's IP).
As far as I'm aware there's no downloadable software to change an Access mdb's internal password, but there could be someone else on this forum who may know of something.
Is the mdb file password protected, or do you need to log into the application once the mdb file is opened? I know there's a program out there that can tell you what the password is on an mdb file (assuming it's the file that's locked).