Well, you can carefully follow those 6 steps and if you read and understand
all of the instructions and perform each one correctly, you should get the
correct result.

Alternatively, you can select Toolbars from the View menu and display the
mailmerge toolbar, which has buttons on it that allow you to complete the
whole process, or, from the Tools menu, you can select Customize and then on
the Commands tab, select the All Commands category and scroll down through
the list of commands until you come to the Mail Merge Helper item.  You can
then click and drag that onto a toolbar or onto the expanded Tools menu.
That will give you back the interface that you used in your previous version
of Word.