We recently moved our files from one server to a new server (with the
same assigned drive letter though).  Our employees can find all of the
files just fine, but when they open mail merge documents, they always
get a message similar to the one below:

Opening this document will run the following SQL command:

SELECT * FROM F:\WORDDATA\Maturity9.doc

Data from your database will be placed in the document.  Do you want to
continue?

If we choose yes to attach the database to the main letter, it will not
make the database available to the document.  Instead we have to go
through the mail merge wizard to find the database again on the
network.  It will then work for us that time only.  Even when we save
both documents, it loses that connection when we open the file again.

These same connections worked flawlessly before the conversion.  Now
the only way for us to get the documents to hold the link is to save
the database in the "My Data Sources" directory on our local machines,
which we do not want to do.  Any suggestions will be greatly
appreciated.