The simplest workaround is to check Word Tools|Options|General|"Confirm
conversion at open", then go through the process of connecting to your data
source again and select the DDE option when it is eventually offered.

The problem is that the default connection method in Word 2003 (OLEDB)
cannot work with a number of query types, including
a. parameter queries (they require something that knows how to ask for the
parameters, such as Access itself, and the OLEDB connection method goes
directly to the underlying Jet database engine, not through Access)
b. queries that use user-defined functions (i.e. written in Access VBA)
which also require Access to execute them
c. Union queries, but OLEDB sees them if you wrap them up in an additional
query

Peter Jamieson