I'm not sure if this is a ASP.NET question, or a Microsoft Office
Question, so bear with me!

I have a ASP.NET application which generates excel files on the fly
(savable versions of searches). Everything seemed to be working great,
and we had the code deployed for over a year.

However, we recently ran into a problem with the generated .xls files,
when attempting to open the xls in Word to perform a mail merge. When
these generated spreadsheets are opened to perform the mail merge, it
displays a "Data Link Properties" window for our users. Other
spreadsheets generated outside of out application process do not have
this problem.