Without knowing what dialog you see when you press Alt+Shift+F, it's hard to
say, but if you're talking about the Insert Merge Field dialog, there is
already a button for that: the last button in the second group on the Mail
Merge toolbar. If you prefer to use the old-style Insert Merge Field menu,
you can add that to the toolbar; see
http://sbarnhill.mvps.org/WordFAQs/CustomizingWord2002.htm and
http://sbarnhill.mvps.org/WordFAQs/ExpressMailMerges.htm