You probably need to change the way in which Word is connection to the data
source.  To do this, select Options from the Tools menu and then go to the
General tab and check the box against the item "Confirm conversions at open"
After doing that, when you go to attach the data source to the mail merger
main document, you will be asked for the method by which the connection
should be made.  Select DDE as it was the method that used to be used.

Also, note that you can get back the original mail merge helper interface by
selecting Customize from the Tools menu and then selecting the All Commands
category and then scroll down through the list of commands until you come to
the mail merge helper item and then  click and drag it onto a toolbar or the
expanded Tools menu.