How exactly are you doing it at the moment?

As far as I know, you have to do one of the following:
a. get Word to prompt for the connection method, choose DDE, and respond
correctly to the prompts displayed when Access tries to open the database
(unless the database is already open)
b. get Word to prompt for the connection method, choose ODBC, but after
modifying the ODBC DSN so that it specifies the workgroup database, username
and password (in fact I am not sure this can work)
c. use MS Query with a suitable ODBC DSN
d. use a file DSN
e. use an Access .odc file with the necessary workgroup file, username and
password
f. (may) use a .udl file with the necessary workgroup file, username and
password.

(I can't easily experiment on this here unfortunately).

Peter Jamieson