Ideally, you shouldn't be relying on using a particular dll at all,
particularly since you cannot (legitimately) just copy bits of one version
of Word onto a machine containing another version. There are some clues in

http://word.mvps.org/FAQs/InterDev/EarlyvsLateBinding.htm

but you may get better help in one of the more programming-oriented
newsgroups - although there are some differences between the behaviour of
Word XP and 2003 mailmerge these are mainly the result of fixes in Word 2003
(and security-related changes in the SPs that typically require registry
changes) I do not think there are any differences in the object model in
this area.

Peter Jamieson