I have a successful mail merge setup that uses a local
Excel file as my address list.  When I place this file
on a remote web site, so that it is addressed as
http://www.website.com/spreadsheet.xls rather than
c:\my documents\spreadsheet.xls, Word 2003 spends a
few seconds trying to retrieve the spreadsheet and then
reports the following error message:
"The document name or path is not valid"

I suspect that this is due to some security feature in
Office 2003 or Windows XP (Service Pack 2), but all the
ordinary solutions (such as placing the website.com into
my trusted sites list) do not appear to have any effect.

Does anyone know how to configure this?

Thanks.