Do you mean Microsoft SQL Server 2000?

You can either
a. create a View in SQL Server and use that as the data source or
b. use Word VBA and set ActiveDocument.MailMerge.DataSource.QueryString to
be the Transact-SQL query you want, as long as Word is already connected to
the necessary database and the connection string will still work for the new
query
c. use Word VBA and its OpenDataSource method to issue a Transact-SQL
query, e.g. if you are connecting from Word 2002 or later using OLE DB, you
will probably be connnecting via a .odc file, in which case you can do
something like:

ActiveDocument.MailMerge.OpenDataSource _
 Name:="the pathname of your .odc", _
 Connection:="", _
 SQLStatement:="your SQL query"

d. If you have MS Access, create a database and link to the tables you need
to query, then create a query in Access and use that as the data source. NB,
there may well be performance consequences if you do things that way.

Peter Jamieson