Use Tools|Customize|Commands to select category "All Commands", then locate
command "MailMergeOpenHeaderSource" (and/or "MailMergeCreateHeaderSource")
/and/ "Insert Merge Field" /and/ and of the other old merge commands to a
toolbar.

If you use the Word 2003 Mail Merge toolbar all the options other than mail
merge document type and select data source remain greyed out until you
actually connect a data source (I could have sworn that did not used to be
the case even in Word 2003). However, the "old" Insert Merge Field appears
still to work with Header Sources.

Because of the changes in Word 2003 there's something to be said for
abandoning Header Sources, or just opening them as the data source and
disconnecting the data source once you're done - you lose some stuff (the
data source, of course, sort/filter options, merge type and destination) but
not the fields themselves.

I never understood why MS removed the Header Source feature. I guess they
were trying to "simplify" stuff.

Peter Jamieson