I was also very disappointed when I used ODBC to connect to MySQL from Access.
Then I discovered, through these forums, the VBMySQLDirect project at
http://www.vbmysql.com/projects/vbmysqldirect/.
Wow, what a difference. This is what databases are supposed to be like!
Note that if you have been living in the MS world exclusively, there are a few small changes to your SQL habits that you'll need to make, but nothing too major. Pay attention to how you format dates, store booleans as integers and always put single quotes around your text values.
Also note that this won't help you much if you use tables as your recordsources for forms. That still requires ODBC. This is strictly for populating recordsets and executing action queries in VBA.
Good luck - I've been there, and I know what you're going through. I can promise you though that Access and MySQL work GREAT together once you've connected them with the right tools.
Joe Stern
National Analysts, Inc.
Philadelphia, PA