I don't have an AS400 here so can only give you a couple of pointers. You
may find that you already have a Windows ODBC driver or OLEDB provider that
is designed to get data from AS400's file system, or you may be able to get
one from IBM. Of these, Word 97/2000 can only use ODBC - to use it, you
would need to set up an ODBC "data source name" on each name using the ODBC
administrator in WIndows Control Panel, then from Word's Open Data Source
dialog box, use the MS Query button to define the queries you need. If you
are using Word 2002/2003 there are several possible methods - the MS Query
option is on the Tools menu in the Select Data Source dialog. However, you
may face problems getting this to work.
However, if you do have the AS400 ODBC driver, you may be able to use a
slightly different route, i.e. rather than exporting data to Access, use
Access to set up a table that is linked to the AS400 data. Then try
connecting to that table ffrom Word (you may need to use a specific type of
connection to do it).