Assuming you are seeing the OLEDB data link dialog with tabs for "Provider",
"Connection", "Advanced" and "All", to make it work you have to specify
a. specify the user name and password on the Connection tab. To do that you
have to uncheck the "Blank Password" box
b. check the "Allow Saving Password" box on the Connection tab - you may be
able to check a box later in the dialogue, depending on how you are doing
things
c. on the "All" tab, specify the full name of the workgroup security
database (typically a .mdw file) in the "Jet OLEDB: System Database" item.

If you have simply selected the .mdb in Select Data Source and have been led
to this dialog, you will probably find that when you click OK, Word asks for
the table name, then pops up the data link dialog again - if so, fill in the
same values again, press OK, and you should be OK.

If you clicked the "New Source" button in Select Data Source, you will see a
further dialog box prompting for additional info. to go in a .odc file -
check the "save password option in there" and save the .odc file.

What happens when you use the connection again depends on whether you chose
to save the password and chose to select a table/query - broadly speaking,
if you did not save a password, you should find yourself back in the Data
Link dialog, with the database and workgroup security database names filled
in, user name filled in, but "blank password" checked. You then need to
uncheck the "blank password" box and specify the password. If you did not
choose a table, you should then be prompted to select a table. As above, you
may see this dialog twice.

Peter Jamieson