Please try each of the following steps in order until the issue is resolved:
  1. Close all open Word documents. If you have run the merge recently, the file may still be open.
  2. Reboot the workstation.
  3. If you are also receiving the "Opening this document will run the following SQL command: Select * From 'MAILDATA' Data from your database will be placed in the document. Do you want to continue?" error, refer to to this Knowledgebase solution.
  4. If using Office 2010 or higher, ensure that the 32-bit version is installed. Please refer to The Raiser's Edge system requirements for more information.