When trying the following you will need the MailMerge toolbar which you can
enable in Tools|Customize. IMO in most cases it's easier to work with than
the Wizard anyway.

On the toolbar, use button 6 to insert one or more individual merge fields
that you would expect to be included in your ADDRESSBLOCK. Preview the
document again (button 8 on the toolbar). If you don't see your data, I
don't know what is happening, but post again.

If you do see your data, then the ADDRESSBLOCK is probably not working
because you have not "mapped" your Excel field names. At this point you can
go in two directions:
a. abandon the use of ADDRESSBLOCK and use individual fields instead. See,
e.g. Graham Mayor's article at
http://www.gmayor.com/formatting_word_fields.htm
b. click button 10 on the toolbar ("match fields") and tell Word which
field names in your data source correspond to the field names in its
standard list. The point is that Word tries to recognise your field names
and do this mapping (or matching) automatically, but if you do not use field
names that Word recognises, you have to do the mapping/matching yourself.

Peter Jamieson