Word could not re-stablish a dde connection

Dear Friends,

I receive the error message while using Mail Merge at word do***ent.  I am

using Microsoft Office 2000 and Microsoft Windows XP professional. While 
clicking the Get Data------> Open Data source, it prompts to select
database 
file. While I select the excel database file it gives the error message
"Word 
could not re-stablish a dde connection to microsoft Excel to complete the 
curent task".

Please help me to rectify this problem.
Thanks in advance.
Rajeev Dhungel