Word is very picky about datasources for mail merges.
I've done it before using CSV files by:
- opening the CSV file using Documents.Open - Word recognises it's a CSV file; used delimiters "," and "<CR>" (no dialog, as these are standard)
- saving the CSV as a Word document
- using the Word document as the datasource, specifing it's a Word document in the call to MailMerge.OpenDataSource
which actually works without any prompts. But, from your quoted delimiters I take it your not using a standard CSV file, so I doubt this would work. If you're opening a file Word does not recognise, I don't think you can get around the Word dialogs at all. Sorry ;).