Well, I don't have Word 2000, so I'll tell you what I did for Word 2002, which hopefully will be similar. If it isn't I'll give you what to do in Word 95.
First you need an ODBC driver. They are easiest to create in Windows. In Windows 2000 do Start/Settings/control panel/Administrative tools/data sources/add. Now select the Visual FoxPro driver and click 'finish'. This will bring up a dialog box. Enter whatever name and description you want. Select the radio button for 'free table directory' and use browse at the bottom to find the directory with the table you want. Click ok twice and you're done.
Now in Word 2002 here's how you connect to that ODBC connection. Pull up the document you want the connection to be in and click on Tools/Letters and mailings/mail merge wizard. In step 3 of the wizard , 'select receipients', select browse under 'use an existing list'. This will bring up a window. Double click on 'Connect to a new data source'. In the next window select 'ODBC DSN' Click 'next' and this will bring up a list of data sources, including the one you created in the step above. select it, then the free table you want in the next box. Click 'finish' and you will be given an opportunity to sort your data however you want. Click ok and you're finally ready to insert your data into your document.
Actually it sounds more complicated than it is. For one thing, once the ODBC connection is created you can use it on any table in your free table directory. So you could use a fox program to create temporary tables in your directory and then print letters or whatever using them simply by selecting the appropriate table. As long as the document has the same names for the merge fields you can simply substitute a new file for the old one.
Hope this helps
Dave Dardinger