Doug Robbins - Word MVP wrote:
From the Tools menu in Word, select Options and then go to the General tab
and check the box for "Confirm conversions at open" Then, when you attach
the data source to the mail merge main document, you will be presented with
a dialog box that asks for the way in which the connection should be made.
Use the DDE option.

Thanks a million! This really was one of those that I would never have
found out myself.