Loading Endnote X1.0.1 gives MS Word error/warning

When loading MS Word, I receive the following warning:

“Opening this document will run the following SQL command:  Data in your database will be placed in this document. Do you want to contnue?”

This happend just before the Endnote toolbar is loaded.  Any clues if this error is linked to endnote?

Running Word 2002 SP3 on Windows XP