See the following article:

http://support.microsoft.com/default...b;en-us;825765

"You receive the "Opening this will run the following SQL command" message
when you open a Word mail merge main document that is linked to a data
source"

Peter Jamieson

"JerryD" wrote in message
...
How can I stop this message from appearing in a merge document?

Opening this document will run the following SQL command:
SELECT * FROM [CLIENT DELIVERY]
Data from your database will be placed in the document.
Do you want to continue?

I am running a macro that automatically opens, merges, prints and closes 7
documents and each time the new merge document opens I get the message. I
just converted from Office 97 to 2003. I did not get the message in 97.