Sounds like your menu bar has been altered some how.  Try this:
right-click anywhere on your toolbars and select Customize.  When the
Customize dialog box appears, Left-click the Tools dropdown menu.
Right-click the Mail Merge you want to get rid of and choose Delete.
The top one in the list should be the original so delete the others.

Hope the helps.

Just saw another posting that would work also...maybe easier.  If you
haven't customized anything in Word, just delete the Normal.dot file
(in Word 97, usually found under C:\Program files\Microsoft
Office\Office\  or  C:\Program files\Microsoft Office\Templates.  When
you restart Word it will create a new Normal.dot template.

Typically this occurs because your version of Word is part of MS Works
Suite - and has an Add-in that results in this problem. You usually have to
uninstall the addin (in Control Panel|Add and Remove software) and (say)
rename your normal.dot to let Word create a new one.

--
Peter Jamieson
MS Word MVP