Assuming you are using Outlook or Outlook Express, try the following:

First, check that Internet Explorer|Tools|Internet Options|Programs (or the
equivalent in older versions of IE) has your e-mail package set up to be
your default e-mail client. It almost certainly is.

Assuming that isn't enough, you may be able to fix this by adding some lines
to the WIN.INI file, which should be in your Windows directory (typically
C:\Windows)

To try this, proceed with caution! Close all your programs (Word, your
e-mail package at least), and open the WIN.INI file with Notepad and ensure
the following lines are in there, or add them if they are not:

[Mail]
MAPI=1
CMC=1
CMCDLLNAME=mapi.dll
CMCDLLNAME32=mapi32.dll
MAPIX=1
MAPIXVER=1.0.0.1
OLEMessaging=1

(IN fact

[Mail}
MAPIX=1

should be enough, but the above lines are the ones you will typically find)

If you are using a different e-mail package, the abolve procedure may enable
the button/option within Word, but the option will not necessarily work (in
fact, there are plenty of things that may prevent it from working with
Outlook/Outlook Express as well), especialy if the package is not
MAPI-compliant.

Please note that even if this procedure works, it does /not/ fix a problem
related to Outlook Express where the Outlook Express address book cannot be
used as the address source for the merge or in the Envelopes and Labels
dialog box.

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

display the mail merge tolbar, the merge to e-mail button is greyed out.