Is the spreadsheet open in Excel or closed?

My best guess is that your workbook may be corrupted in some way. Can it be
reasonably easily recreated from scratch?

After you select the file in Select Data Source, you see a further dialog
box. Is it
a. a box with title "Select Table" and a list with Name, Description,
Modified, Created, Type or
b. a box with title "Select Table", a list box titled "Table", an "Options"
button etc. or
c. a box with title "Microsoft Excel" a text field titled "Named or Cell
Range" and initially containing the text "Entire Spreadsheet" ?

In Word 2002 I would expect that you see (a), but I would like to be sure.
If it is (a), are all the sheet names in the list?

If it is (b), then
- it sounds to me as if Word has failed to connect using OLEDB (which is
what it is attempting in (a)) - unless you have deliberately selected the
ODBC option (and you can't do that accidentally).
- for now, you could click the Options button and select all the options in
there. You may also need to check that the pathname in the Workbook field in
this dialog actually contains the name of the file you are trying to open.
This can be difficult to see because most pathnames are far too long for the
box - you could try copying your file to a path with a shorter name just to
check.

if it is (c) - and it should not be unless you deliberately chose the DDE
connection method  - then you will only be able to connect to named ranges
in the first sheet of the workbook.

Best I can do for now.

Peter Jamieson