You can download the Office Tookit, which is free and includes everything you need to query Salesforce.com from Access. It's not easy to find -- there are tons of postings on this discussion board asking where to find it. It's somewhere on developer.force.com.
I should add that the Office Toolkit requires you to write some VBA code in Access. You will not be creating an Access Query that directly queries the Salesforce data, but rather writing VBA code that connects to and queries Salesforce. To have Salesforce tables appear as a tables for plain Access queries, you have to buy the ODBC drivers.
http://www.openaccesssoftware.com/products/openrda/salesforce_overview.asp
I can't vouch for it as I haven't tried it, but it's worth a look.
Thanks, I was hoping for something free, since we already pay maaaaad money for SalsForce and Microsoft Office anyways.
Here's a link to the Office Toolkit: