See the following Knowledge Base article:
"Opening This Will Run the Following SQL Command" Message When You Open a
Word Document - 825765 at:
http://support.microsoft.com?kbid=825765 test

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Hope this helps.
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Doug Robbins - Word MVP
> when I use a word2003 mailmerge document with datasource access, the
> following warning popup appears when opening the document:
[quoted text clipped - 5 lines]
> I want to open this document controlled by Access for creating a mergemail
> for a given data set.