For online Mail Merge Help check the following sites or hit F1 on your keyboard for help:
Office 2010
Office 2007
Step by Step Mail Merge Options
Office 2003
Word Mail Merge: A walk through the process (2003)
2007 TIP
You can perform a mail merge by using the Mail Merge task pane, which leads you step by step through the process. To use the task pane, in the Start Mail Merge group on the Mailings tab, click on the Start Mail Merge pull down menu, and then click Step by Step Mail Merge Wizard.