You haven't told us anything that would permit us to help.
Provide the exact steps you are using, the error message, and how your
Outlook Address Book is configured.
Did you read instructions on how to do a mail merge? The Help files and the
Internet are replete with them:
http://word.mvps.org/FAQs/index.htm
http://www.outlook-tips.net/howto/mailmerge.htm