How do I email merge from Word to Outlook Express?

[M Hart]

I am able to progress through the 6 steps of the e-mail merge wizard with no
problems. In the last step when Merge to e-mail pop up happens and I click
OK, the e-mail merge does not occur. I go to Outlook Express sent box and my
e-mails have not been posted as sent. When I do use File>Sent To>Mail
Recipient, complete and Send a Copy, it does work to Outlook Express. I am
not understanding why the e-mail merge is not working? Do I need to set some
conditions in either Word or Outlook Express for the connect between the two
to occur?
Thanks!