Have you installed ADODB ?
Documentation @ : http://phplens.com/lens/adodb/docs-adodb.htm#ex1
Create duplicate tables in mysql to store the data, open both databases, use two different connections. One for your .mdb and one for your mysql database.
From thee it is straight forward processing, read all the records form one table in the .mdb and write the data one record @ a time to your mysql database.