I am not sure why the data file is getting lost. However if you select
Toolbars from the View menu and select the Mail merge toolbar, a toolbar
will be displayed on which the second button from the left is the "Open Data
Source" button. The toolbar also contains buttons that allow you to execute
the merge to the required destination.
Sorry I see that you already have the toolbar. However, the lefthand two
buttons should not be greyed out.

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Hope this helps
Doug Robbins - Word MVP
> I have a set of mail merge documents on a network drive
> along with their associated data source files. The data
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>
> Thanks.