OLE DB Database Files

Hello,

How do I get rid of / delete this? Every time I do a mail merge in Word this comes up and then the merge doesn't happen.

I did a quick search and it was suggested that I go into Option, then Advanced, then scroll down to General and tick the box that says "Confirm file format conversion on open" I don't see that option on my list. I've attached what I have. Can anyone tell me which ones to add / delete / etc

Thx bunches,

C