The short answer is that you can't, because Word 2003 intends that you use
the task panes for merge. However it is a simple matter to add a macro to a
toolbar button to toggle the merge bar on and off as required eg

Sub MergeBar()
With CommandBars("Mail Merge")
.Visible = Not .Visible
End With
End Sub

See http://www.gmayor.com/installing_macro.htm

The essential tool to make this work seems to be the 'Mail Merge
Helper' (MMH) dialogue, which doesn't get used by default in Word2003.
In short if you use this tool to create a new or modify an existing MM
document it will subsequently display the MM toolbar when opening the
doc and remove it when closing.

What I have now done is to install the MMH button on my standard
toolbar. You can find it in Tools/Customize/Commands/All Commands/. The
button remains 'active' even if the current doc is not MM. Open a new
blank document and click on the MMH button to get the dialogue to
create a MM document (as we used to in Word 2000). Once you have linked
to your data source the MM toolbar will behave in the 'old' way. This
has worked for me with new docs and with old ones that previously had
not automatically displayed the toolbar in Word2003 but will do once I
reconnect to the data sorce using the MMH dialogue and then save the
doc.

Best wishes
Graham