Hmmm Integration Manager probably does not come with the Express Version. However, if you do have the setup file lying around your pc, it might pay to re-run the SQL installer, and install Integration Manager, you just check the box and it installs it.
also, I dont know if Access 2003 has this, but in 2007, if you rightclick on any of your Access tables, select export, and select odbc (it should allow you to create a new obdc in this wizard). I dont have a copy of Access 2003 so i cant test this theory out. But give it a try and see if that works.
Chers
Karl