I wonder if someone can help me.

Everytime I open one of my mail merge letters, Word pops up a message
stating the following:

"Opening this document will run the following SQL command:

SELECT *FROM C:\Documents and Settings\bsmith\My Documents\ ......
etc etc etc (basically it writes out where the data or source document is)

Data from your database will be"
(no it doesn't finish the sentence)

And I get two buttons - Yes and No. I click Yes every single time (smacks
head) and it then opens normally and I can work on it.

Any comments or ideas for getting rid of this annoying message?? I'm running
Word 2002 on a PC with Windows XP Professional.

Many thanks ;-)