Word can only use a single flat datasource for mail merge.  You will need to
first combine the data externally to be able to do it all in one go with
Mailmerge.

Exactly what are you trying to do?   If it's a "multiple items per condition
(=key field)" mailmerge, Word does not really have the ability to do it.

See the "Group Multiple items for a single condition" item on fellow MVP
Cindy Meister's website at :

http://homepage.swissonline.ch/cindymeister/mergfaq1.htm#DBPic

Or take a look at the following Knowledge Base Article:

http://support.microsoft.com/default.aspx?scid=kb;en-us;211303

or at:

http://cornell.veplan.net/article.aspx?&a=3815