A family of Microsoft word processing software products for creating web, email, and print documents.
It is normal for that message to appear when you open a mail merge main document that has\had a data source attached to it.
If you click on No, the link to the data source will be broken and you can then use the Select Recipients facility to select the data source that you want to use with the mail merge main document.
It is not really feasible to modify the SQL code, far easier to attach\re-attach the data source.