Hi Shanklin

The connectors are only available if you are using a Drawing Canvas. You can
get Word to create a Drawing Canvas automatically when you insert a shape if
you tick Tools > Options > General > Automatically create drawing canvas
when inserting AutoShapes.

Alternatively, you can create a Drawing Canvas manually by doing Insert >
Picture > New Drawing.

Hope this helps.

Shauna Kelly.  Microsoft MVP.
http://www.shaunakelly.com/word