Thread: calling a constructor

I have created my class and one constructor in the class and I now want to call my class in the main method.
How do I call the constructor then. My code looks like this

import java.sql.*;
   import java.io.*;
   import javax.swing.JOptionPane;
    public class MyConnection
   {
      Connection conn;
       public  MyConnection()
      {
      //load the driver
 
         try
 
         {
            Class.forName ("sun.jdbc.odbc.JdbcOdbcDriver");
            System.out.println ("Driver successfully loaded");
         }    
             catch (ClassNotFoundException c)
            {
               System.out.println ("Unable to load database driver");
            }
      //connect to the database
         try
         {
 
            BufferedReader inKb = new BufferedReader (new InputStreamReader(System.in));
         //String filename = inKb.readLine();
            String filename = "c:/mydatabase.mdb";
            String database = "jdbc:odbc:Driver={Microsoft Access Driver(*.mdb)};DBQ=";
            database += filename.trim () + ";DriverID=22;READONLY=true}";
            conn = DriverManager.getConnection (database, "", "");
            System.out.println ("Connection to Disease database successfully established");
         }
             catch (Exception e)
            {
               System.out.println ("Unable to connect to the database");
            }
      } //end connect
   }

i think it has something to do with the "This" keyword but im not sure. hopefully a more educated programmer can help.