Hi Shreeprabu,
This is probably not a good idea since it allows redirection to other sites which may not be trusted. I would recommend reverting the setting in IE and adding the domain on which you have your Access DB to your local intranet sites (for .NET code) or trusted sites (for jscript). Then it should work fine and not be a security hole. Good luck!
Patrick Halstead [InfoPath MVP]
InfoPathDev
Patrick Halstead
Project Manager at Qdabra