One small problem is finding the Insert Merge Fields button. Move your mouse across the icons on the Mail Merge toolbar and wait for the little "tooltip" labels to pop up. The one you want is illustrated below:

- Online Resources
- Tutorial by Microsoft in 4 steps. Assumes you have a list already in Excel.
- Word 2003 in Pictures - tutorial with many illustrations. Assumes you have a list already in Excel.
- Brainbell: Basic Mail Merge.
- bettersolutions.com - advanced tutorial