Hi Dominique,
Under Tools>Options>General, check the "Confirm conversion at Open" box.
Then when you select the datasource for the mailmerge, it will give a number
of options for the method of making the connection in a "Confirm Data
Source" dialog. Select the OLE DB Database Files option and then a dialog
will appear that contains a list of the sheets in the Excel file.

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Hope this helps
Doug Robbins - Word MVP
>I have an excel document with customer information and a word file that I
> want to use a mail merge. The excel sheet has different sheets based on
> month. How can I set up the word document to use the information on a
> certain sheet? (e.g.: January, but not February)
>
> Dominique