Word 2003 mail merge dialogue

[Alan Wilson]

New in Word 2003: when opening a mailmerge document which has VB attached with the merge source, you now get a dialogue

Opening this document will run the following SQL command:

SELECT * FROM "{source fsp}

How can I switch off this dialogue, to run the merge uninterrupted? I have Macro, Security set to Low (which used to be needed), but this doesn't help.