If you use the "Type a new list" option in the Mail merge wizard in Word
2002/2003, you can only create a .mdb. You can still create a data source
directly by creating a Word document containing a table whose first row
contains the field names. You can also use Tools|Customise to drag the
MailMergeCreateDataSource command from the All Commands category to a
menu/toolbar and use that. But the data edit facility is, I think, always
the new one in Word 2002/3

Peter Jamieson

As long as you do not have more than 64 fields in the data source, you can
produce it as a Word table by using a directory type mailmerge with the
mergefields in the cells of a one row table in the main document.  After
executing the merge, insert a row at the top of the table and enter the
names of the mergefields into the cells of that row.  After you save that
document, you can use it as the datasource and open it in Word to edit it if
necessary.