Mail Merge in Word 2002

[Janet]

I am trying to do a mail merge with an excel spread sheet.
I set everything up and it works fine. I save and close
the Word document. When I open the Word document it says
Word cannot find its datasource and shows the path. I can
browse to the path but it just comes back with the same
message. If I click on options and set the data source up
again everything is fine until I close the Word document
and try to open it again. If I set this up in Word 97 it
works just fine.