Cool, thanks.

While I was awaiting your reply, I thought I would have a go at it myself. For what it is worth, the following also works. So the "standard method" of connecting to a database (via DriverManager) seems to work now (at least for my JDBC driver).
As mentioned I'm working in Java 6.0.

                  // For some reason my driver is in three parts
           URL jdbc1 = new URL ("file:/classpath/jars/JDBC/tdgssconfig.jar");
           URL jdbc2 = new URL ("file:/classpath/jars/JDBC/tdgssjava.jar");
           URL jdbc3 = new URL ("file:/classpath/jars/JDBC/terajdbc4.jar");
           
                           // Either of the following seem to work.
//            ClassLoader loader = new URLClassLoader (new URL [] { path, jdbc1, jdbc2, jdbc3 }, this.getClass().getClassLoader());
           ClassLoader loader = new URLClassLoader (new URL [] { path, jdbc1, jdbc2, jdbc3 });

           Class jdbcClass = loader.loadClass ("com.ncr.teradata.TeraDriver");
                            // The following is required otherwise I get a "No suitable driver" SQLException.
           Object jdbcDriver = jdbcClass.newInstance ();

           Connection c = DriverManager.getConnection("jdbc:teradata://dbc/", "uid", "pass");
           Statement s = c.createStatement();
           ResultSet r = s.executeQuery("select * from t1;");
           while (r.next()) {
               System.out.println (r.getString(1) + ", " + r.getString (2));
           }
           r.close ();
           s.close ();
           c.close ();

Thanks again for your post Thomas, it really helped point me in the right direction.

Glenn Mc