If it's locked, presumably that's because you don't want to change it, in
which case you do not actually need to merge it.
In which case you can either
a. use your e-mail programs directly, e.g. just create a message, attach
the .doc, and send a copy to yourself and put all the recipients in the BCC
list (then each recipient just sees your address and their address) or use a
macro to do it (you may find suitable stuff for Outlook at
www.slipstick.com ) or
b. if you are using Outlook, adapt Doug Robbins' merge with attachments
approach (see
http://word.mvps.org/FAQs/MailMerge/MergeWithAttachments.htm
Peter Jamieson