Unless you intend the others to run the mailmerge, you shouldn't be doing that - you should only send the merged output. And, if you are intending them to do run the mailmerge, it's only reasonable they get the prompt so they are alerted to what's going on and can choose whether to allow the document to establish a connection to the datasource.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]