Outlook Express address book is not directly compatible with Word. You can
create a data file from it by exporting it to a comma delimited text file
(file > export > other address book) and use that to create your merge. You
need Outlook to provide the sort of integration you are anticipating.

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Graham Mayor - Word MVP
My web site www.gmayor.com
Word MVP web site http://word.mvps.org
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> I'm using Word 2002 and trying to create both a mail list and address
> labels from my outlook express address list. I have tried to do it
> following the office assistant but its just not happening. Can you
> explain it a little better for me. Thanks