c# reading csv file gives not a valid path

I can't seem to read a .csv file using the following connection string:

var fileName = string.Format("{0}{1}", AppDomain.CurrentDomain.BaseDirectory, "Uploads\\countrylist.csv");
string connectionString = string.Format(@"Provider=Microsoft.Jet.OLEDB.4.0; Data Source={0}; Extended Properties=""text;HDR=YES;FMT=Delimited""", fileName);
OleDbConnection oledbConn = new OleDbConnection(connectionString);
oledbConn.Open();

It gives the following error:

'D:\arrgh\arrgh\Uploads\countrylist.csv' is not a valid path. Make sure that the path name is spelled correctly and that you are connected to the server on which the file resides.

I verified that the file is there. What is happening here?