. However,
As far as I know you must do one of the following:
a. Create a Microsoft Data Link (.udl) file.  (e.g. create an empty file
with a .udl extension, then double-click it to edit it) and specify the
Workgroup in there - once you have specified the Jet data provider, you need
to add any required login info and go to the last ("All") tab of the dialog
and specify the full path name of your Workgroup file in Jet OLEDB:System
Database
b. As (a), but create the file using the similar facility that appears when
you click the "New Source" button in the Select Data Source dialog in Word.
In this case, you end up with a .odc file instead of a .udl file.
c. use ODBC instead of OLEDB, and set up a DSN that specifies the workgroup
file.

(Usually, when you select the .mdb in Select Data Source, if Word cannot
open the .mdb it pops up the data link dialog. Although it looks as if you
ought to be able to provide the same info. in there as you do in (a) and (b)
above, it does not actually seem to work, which is why you need to do either
(a) or (b).   But if you then cancel that dialog, Word tries to open using
ODBC, and if that does not work, it tries DDE, which can be confusing to say
the least.)

workgroup file to have permission. How can I make this connection to use
Mail Merge?