Probably a database lock issue. Make sure you are closing your connection after using it. Better yet, use a "using" statement.
Also, make sure you don't have the file open in Access. Access is not a DBMS, it is a database file and doesn't support multiple connections--it is single-user. When the database is in use, you will see a ".laccdb" file in the directory. 'l' stands for lock.
using (OleDbConnection CONN = new OleDbConnection("Provider=Microsoft.ACE.OLEDB.12.0;Data Source=|DataDirectory|\\Vendors.accdb;"))
{
....
}