>2003
>
>>What version of Office?

I'm really not sure, because I don't have MS Office installed on my hom ecomputer (They don't like a computer with TS installed)
I always use a native Word docs for our MailMerge routine. But maybe you need this:
(no error handling here)

strConnection = [Driver={Microsoft Excel Driver (*.xls)};DriverId=790;Dbq=C:\MyExcel.xls;DefaultDir=c:\mypath;]

oWord.Documents.Open([......])

WITH oWord.ActiveDocument.MailMerge
     .MailMerge.OpenDataSource([c:\bla bla\MyFile.XLS],,,.t.,.t.,,,,,,,strConnection, "SELECT * FROM [sheet1$]")
     .Destination        = 0           && File
     WITH .DataSource
          .FirstRecord = 1
          .LastRecord  = 20 && ?????????????????
        ENDWITH
        .Execute(.t.)
   ENDWITH

As I said this is only on top of my head. I just check the syntax with MSDN but I am not sure at all that this would work.