Word 2000 does not have the Mail Merge Recipients dialog, which was
introduced in Word XP/2002. Another significant difference from Word XP is
that Word 2000 does not have any facility to let you select that individual
records should be included in/excluded from the merge.

The nearest equivalent is to click the "Edit Data SOurce" button on the
mailmerge toolbar. If you have connected to the data using the default
method (DDE), then Access will be running and Word will request Access to
open a query results window and - I hope - switch the focus to that window.
However, if you connect using ODBC, then Access cannot be assumed to be
running and Word will prompt you to open the query using MS Query. Then,
a. if you respond "Yes", Word should initiate MS Query if it has been
installed, and display the query columns and rows. In some cases you may
even be able to edit the data in the data source (Records|Allow Editing I
think) and return the updates to Word (see the appropriate option on the
file menu). But IMO it is wise to keep your dealings with MS Query simple
and to a minimum.
b. if you respond "No", you get into completely different territory (Word
offers to break the link with the database, which is shorthand for "I'll
extract the data from the database, put it in a file, and make that file the
data source for your merge).

--
Peter Jamieson - Word MVP
Word MVP web site http://www.mvps.org/word