MS Word opening VFP 5 DBFs that are connected to a DBC.

Why does MS Word give me this error message:
"WORD WAS UNABLE TO OPEN THE DATA SOURCE"
when I perform the following steps:

(1.) I open MS WORD and then create a new Mail Merge Document.
(2.) I click on TOOLS and MAIL MERGE then
click on DATA SOURCE, GET DATA, OPEN DATA SOURCE
(3.) I then set "FILES OF TYPE" to "MS FOXPRO FILE (*.DBF)"
(4.) I change the "LOOK IN" dialog box to
the folder that has my VFP 5 DBFs
and DOUBLE-CLICK the FOXPRO DBF that
is part of a VPF 5 DATABASE CONTAINER (DBC).
(5.) When the CONFIRM DATA SOURCE window pops up
with "FOXPRO FILES VIA ODBC (*.DBF)", I click OK.
(6.) Then the ERROR MESSAGE pops up:
"WORD WAS UNABLE TO OPEN THE DATA SOURCE"

*NOTE, if I choose a DBF that is "FREE" (not in
a VFP DBC), MS WORD will open the DBF
and I can MAIL MERGE data from the DBF
into the MS Word Document.

Thanks for your comments,
Terry Harris