It depends on what data source you are using.

If you created your data source in Word 2007, you should be able to use the
Edit Recipient List button in the Mailings ribbon. Then you have to select
the name in the "Data Source" list at the bottom left, and click Edit...

This is now a more tortuous process than in previous versions of Word - as
you are asked to confirm that you want to update the data source for every
record you change.

Peter Jamieson