I need to connect to an Access Databse so have found the instructions to Add OLE DB Connection but when I go to Customize - Customize Mode there is no option to select ArcCatalog under Commands.
Can anyone help?
Start ArcCatalog window and implement your mentioned method on the ArcCatalog Screen. I've showed at the square.
You need to open the ArcCatalog from the Windows desktop menu, not from the ArcGIS. It will open separate window for ArcCatalog, then you can click the customize button from there.