Please help! connection.rollback() doesn't work for me.

Question

I have two updates to the database. If either one fails, all the changes should be rolled back.
I set the auto commit to false before the updates started and invoked rollback() if any exception was caught.
During the execution of the program, an exception was caught. And one table got updated and the other didn't.
I can see "TRYING TO ROLLBACK~!!!! ROLLBACK!!!" and "ROLLBACK FINISHED!!!" printed out. But the change made to
one table did not get rolled back.
And I tried to call rollback() right after the first update was made. But it didn't rollback the changes made
to the database.
Why doesn't the rollback() work?
Development environment:
Database:     MySQL Server 4.1
jdbc driver:      mysql-connector-java-3.1.8
JDK:          jdk1.5.0_04
          Connection connection = dbConn.getDBConnection();
          String insertDummy1= "insert into dummy1 values(?)";
          String insertDummy2 = "insert into dummy 2 values(?)";
          PreparedStatement psCA = null;
          PreparedStatement psCD = null;
          try {               
               connection.setAutoCommit( false );
               psCA = connection.prepareStatement( insertClientAccount );
               psCA.setString(1, cName);               
               psCA.executeUpdate();
               psCA.close();                         
               // connection.rollback();
               psCD = connection.prepareStatement( insertClientDetail );
               psCD.setString(1, cName);               
               psCD.executeUpdate();               
               psCD.close();
               connection.commit();
          } catch(Exception e){
               if( connection != null ) {
                    try {
                         System.out.println("TRYING TO ROLLBACK~!!!! ROLLBACK!!!");
                         connection.rollback();
                         System.out.println("ROLLBACK FINISHED!!!");
                    } catch(Exception ex) {
                         System.out.println("Exception!! try to roll back >>> " + ex.getMessage() );
                         ex.printStackTrace();
               processResult = "Failed to complete the process. " + e.getMessage();
               System.out.println("Exception!! >>> " + e.getMessage() );
               e.printStackTrace();
          } finally {                                             
               psCA = null;
               psCD = null;
               try{
                    connection.close();
               } catch(Exception e){
                    System.out.println("Exception!! >>> " + e.getMessage() );
                    e.printStackTrace();
               return processResult;
          } // try

Answer 1

In MySQL, there are several different storeage engines/table types. Some of these table tables support transactions (and therefore commit() and rollback() ) and some do not. I believe that if you use a non-transactional table type, it's effectively the same as having autocommit=true (and commit() and rollback() are then silently ignored).
See:
http://www.developer.com/db/article.php/2235521
http://dev.mysql.com/doc/mysql/en/storage-engines.html
I have used the InnoDB storeage engine and have had no issues with transactionality.