Ian,
I've been struggling with using FoxPro Foundation Class (FFC) MailMerge (MM) Word Automation classes that come with VFP 6.0, but if, as you've indicated, that you've got the correct ODBC drivers installed, then use the MailMerge feature of Word (Tools,MailMerge,Create a document [or select one that's been created], GetData, OpenData Source [Select the table, indicate whether it's Foxpro 2.5 or FoxPro 3.0 or later) and then perform the merge.
I just did it on my computer and it's pretty straight forward. I'm not, however, trying to open the table in the File/Open method. Since your initial thread indicated you're trying to provide mail merge, I'd recommend using the Wizard/Tool that Word comes with.
Hope that helps.
Kevin
Kevin R. Hunt