Intranet & Mail Merge

[CEG]

The db is Sql2000. There are letters in required folder. The function is to send either a single letter or multiple letters. User selects a recipient, then the letter ie 'This office is relocting etc.....' Message reads
'Starting Mail Merge'
Started Word.
The mail merge data set returned was empty.
Executed mailmerge.
Mailmerge finished.

Error: (4605) This method or property is not available because the current mail merge main document needs a data source.

Examine mail merge document

Any ideas,

Thanking you in anticipation
CEG