Strangely enough, if I set SourceDoc in the code, it has no problems, like so:

Sub MailMerge()    Dim SourceDoc As String
    Dim SelectedItems(1) As String
    Dim sConnection As String
     
    SourceDoc = "H:\Jonathon Hunter Hill\AirMaster\AirMaster V 0.9.xlsm"
    
    'With Application.FileDialog(msoFileDialogFilePicker)
    '    .AllowMultiSelect = False
    '    If .Show <> 0 Then
    '        SelectedItems(1) = SourceDoc
    '    Else
    '        Exit Sub
    '    End If
    'End With
     
     'your connection string, also more easily separated with line breaks and arguments
    sConnection = "Provider=Microsoft.ACE.OLEDB.12.0;" & _
    "User ID=Admin;" & _
    "Data Source=SourceDoc;" & _
    "Mode=Read;" & _
    "Extended Properties=""HDR=YES;IMEX=1;"";" & _
    "Jet OLEDB:System database="""";" & _
    "Jet OLEDB:Registry Path="""";" & _
    "Jet OLEDB:Engine Type=35;" & _
    "Jet OLEDB:"
     
     'using your conection string... with the parameter names and the passed values separated nicely
    ActiveDocument.MailMerge.OpenDataSource _
    Name:=SourceDoc, _
    ConfirmConversions:=False, _
    ReadOnly:=False, _
    LinkToSource:=True, _
    AddToRecentFiles:=False, _
    Revert:=False, _
    Format:=wdOpenFormatAuto, _
    SQLStatement:="SELECT * FROM `MailMerge`"
    'Connection:=sConnection
    'SQLStatement1:="", _
    'SubType:=wdMergeSubTypeAccess
    'PasswordDocument:="", _
    'PasswordTemplate:="", _
    'WritePasswordDocument:="", _
    'WritePasswordTemplate:="", _


End Sub
But, if I have the user select the source document it fails to execute.