Can you tell us a bit more about
a. the version of Word you are using
b. what you are trying to do. There isn't much to go on!

And/or have a look at one of the guides on mailmerge, e.g. at

http://word.mvps.org/FAQs/MailMerge/CreateAMailMerge.htm

and then ask us what else you need to know.

Peter Jamieson