Not sure which particular problem you are encountering.
Is the DataSource dialog appearing when you execute the
ActiveDocument.MailMerge.DataSource.Name = ""
line (it doesn't here if there is no mail merge data source) or as a result
of code in your MergeSetup routine?
I would say the main point is that once you call OpenDataSource, you are at
the mercy of the method and if it chooses to display a dialog box, you won't
be able to suppress it (except possibly by working directly with the Windows
API). The only way to avoid that is to ensure that the method always works,
i.e. the data source is always where you say it is, there are never any
"gotchas" opening it, and the OpenDataSOurce always provides enough info. to
avoid the dialog. IMO that is in the general case impossible, not least
becasue with some types of data source, you can't avoid a dialog.
You may also need to look at the following KB article:
"Opening This Will Run the Following SQL Command" Message When You Open a
Word Document"
at
http://support.microsoft.com?kbid=825765
Peter Jamieson