Please do NOT type in all CAPS. It is hard to read and considered to be very
rude netiquette everywhere.
Here is a macro I have in my sheet module to populate an envelope(trial and
error to fit printer) to print from an Excel sheet. I have a list of names
in columns

Private Sub Worksheet_BeforeDoubleClick(ByVal Target As Range, Cancel As
Boolean)
If Target.Column = 1 Then
If ActiveCell.Offset(0, 2) <> "" Then
Title = ActiveCell.Offset(0, 2)
Else
Title = ""
End If
If ActiveCell.Offset(0, 1) <> "" Then
FirstName = ActiveCell.Offset(0, 1) & " "
Else
FirstName = ""
End If
LastName = ActiveCell
ADDRESSEE = Application.Proper(Title + FirstName + LastName)
[envelope!c6] = ADDRESSEE
[envelope!c7] = ActiveCell.Offset(0, 3)
[envelope!c8] = ActiveCell.Offset(0, 4)
[envelope!c9] = ActiveCell.Offset(0, 5)
Sheets("envelope").Select
End If
End Sub

Don't copy/paste to Word...............use mailmerge.

Assuming you are using Word for the mailmerge and Excel for the source see these
sites for help.

http://www.mvps.org/dmcritchie/excel/mailmerg.htm

http://www.mvps.org/word/FAQs/MailMerge/CreateAMailMerge.htm

http://www.mvps.org/word/FAQs/MailMerge/CreateADataSource.htm

Gord Dibben  MS Excel MVP