Word error dialogue “Opening this will run the following SQL command”

When you try and open a Word mail merge document that is linked to a data source you may receive a warning dialogue that states: “Opening this will run the following SQL command”. This dialogue can appear behind the application you are working on and it may therefore not be obvious that the app is waiting for your input.

To remove the prompt, add the relevant key to the registry as outlined in this MS KB article. Note the possible security implications of doing so however…