Aerbabe,
There are "interesting" compatability problems with Office XP on Win2K and vice-versa. I have also recently found backwards compatability problems with Office 2003, btw.
I discovered a lot of these - all were macro problems - during a couple of recent projects. Mail Merge is a set of macros...
My advice is to a) trawl M$ knowledge base and b) operate only matched versions of Windows and Office.
SD