You can just go through the process to set up a new data source. In most
cases the old one should be removed automatically.

However, to return the mail merge main document to being a "normal"
document, in Word 2000, click the Mail Merge Helper button on the Mail merge
toolbar, click the Create button and select "Restore to Normal Word
Document". In Word 2002/2003, it's probably easiest to enable the Mail Merge
toolbar (Word Tools|Customize, click the first button, and select the merge
type to be "Normal" (I think! - the correct setting should be obvious when
you are looking at the menu).

The document will retain any fields you have inserted (so any new data
source needs to have those field names to make any new merge work, or you
can remove any fields you don't need. You will lose the link to the data
source and any filter or sort specifications.