If you can't get DDE to work you will have to use one of the other
connection methods - in Word 2000 and earlier, use the "Select method"
checkbox in the "Open Data Source" dialog box. In Word 2002 and later, check
Word Tools|Options|General|"Confirm conversion at open" then go through the
selection process again. IN both cases you should see an additional dialog
box prompting for the connection type, which could be
a. DDE
b. Converter (probably not in Word 2003)
c. ODBC
d. OLEDB (Word 2002/2003 only)

Choose anything except DDE and see if that makes a difference. Please note
that ODBC and OLEDB (at least) work with the underlying Excel data, not what
you actually see in Excel, so you will probably need to apply formatting in
Word to numeric and date values, e.g. change

{ MERGEFIELD mynumber }

to

{ MERGEFIELD mynumber \#0.00 }

There's more info about that in Word Help.

Peter Jamieson