If you can't open the document and it's a .doc, I don't know a way. If it's
a .docx, .docm, .htm or .rtf let us know.

If you can open the document, there are a couple of possibilities, e.g. if
you have Word 2003,

Word|Help|About|System Info...|
then wait....
then
Office 2003 Applicaitons|Microsoft Office Word 2003|Mail Merge

or start the Word VBA editor, and type the following three lines in the
Immediate Window (use ctrl-G to display it if necessary):

print activedocument.mailmerge.datasource.name
print activedocument.mailmerge.datasource.connectstring
print activedocument.mailmerge.datasource.querystring

Peter Jamieson