As far as I can tell, AOL lets you send e-mail using an e-mail client that
can work with the SMTP standard for sending mail. Most e-mailers can do
that, including Outlook Express (which comes free with Internet Explorer)
and the full Outlook, for example. So you could certainly try following
AOL's instructions for setting up an account in either of those programs,
then try merging.

Although any program that implements the necessary MAPI interfaces could in
theory be used to merge to email from Word, in my experience hardly any of
them except Outlook and Outlook Express do so. (several implement a MAPI
interface but not enough to work with Merge). Further, only Outlook lets you
send HTML format mail, and both Outlook and Outlook Express pop up
security-related prompts when you merge to email (for Outlook, see
http://www.contextmagic.com/express-clickyes/ for a workaround)

Peter Jamieson