Hi Danny,
First, notice that the KB article you found says in the Summary section
(emphasis is mine):
"When you open a Microsoft Word *mail merge main document* that is linked
to a data source..."
Since you get this message on new blank documents, which should not be mail
merge documents, the solution proposed in the KB article (which consists of
suppressing the message, essentially sticking your head in the sand) does
not apply.
Since you've eliminated your normal.dot as the source, and especially as
you've discovered that macros are active but not contained in normal.dot,
the conclusion is that you have add-ins and one of them is causing the
problem.
Most add-ins are templates (.dot files) stored in Word's Startup folder;
others are COM programs loaded by various methods. This fairly complicated
subject is covered at
http://word.mvps.org/FAQs/Customization/CheckIfAddinsInstalled.htm. You need
to locate all your add-ins, and then use one of two troubleshooting
techniques: remove one at a time, restarting Word after each one, until the
problem goes away; or remove them all and then add back one at a time until
the problem reappears. Either way, you'll eventually pinpoint the culprit.
If it isn't essential, delete it. If you need it for something specific,
disable it when it isn't needed, by moving it to a different folder or
removing it from the add-in list.
