Don has a group of clients who use mail merge in Word 2003. When they open a mail-merge document, they see a dialog box that refers to SQL servers, and they are a bit confused. Don wonders if there is a set of instructions that he can provide his clients that will make opening a mail-merge document as easy as it was in previous versions of Word.
The dialog box that the users are seeing is related to new security features implemented in Word 2003. Basically, the dialog box is saying "This is a mail merge main document, and if you open it, data from the data source you have linked to this document will be used to populate the merge fields, okay?" In other words, the program is asking if it is OK to get the external data which may be from an untrusted source. Of course, it's okay; that's the way you set up the mail merge! If you click No on the dialog box, then the data source is unlinked (after all, you just said you didn't want to use it) and you can attach another data source instead.
If you want your clients to have the least problems, and you know the data source is good, then just have them click Yes. If you want to get rid of the security warning (the dialog box) all together, then you will need to have each client make a Registry change on their systems. You can find more information about that at the following Knowledge Base article:
http://support.microsoft.com/kb/825765
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