Yes, thank you, you were right, it was to do with the connection type. I managed to find the following which solved my problem:
WD2002: Some Access Database Queries Are Unavailable as Data Sources in the Mail Merge Wizard
The information in this article applies to:
Microsoft Word 2002
Symptoms
When you try to use a Microsoft Access query as the data source in a Word mail merge operation, some of the queries in the Access database may be unavailable as data sources in the Mail Merge Wizard.
Workaround
To work around this problem, confirm that Word uses Dynamic Data Exchange (DDE) when you attach the Access database to the mail merge document. To do this, follow these steps:
Open a new blank document.
On the Tools menu, click Options, and then click the General tab.
Click to select the Confirm conversion at Open check box, and then click OK.
On the Tools menu, point to Letters and Mailings, and then click Mail Merge Wizard.
Under Select document type, click the type that you want, and then click Next: Starting document.
Under Select starting document, click the document that you want to use, and then click Next: Select recipients.
Under Select recipients, click Use an existing list, and then click Browse under Use an existing list.
Locate and open the folder that contains the Access database that you want to use as your data source, click the database, and then click Open.
In the Confirm Data Source dialog box, click MS Access Databases via DDE (*.mdb, *.mde), and then click OK.
In the Microsoft Access dialog box, click the Queries tab, click the query that you want to use, and then click OK.
NOTE: All the queries in the Access database are available.
