Based on the information in the article at
http://support.microsoft.com/?kbid=196093 an .abx file is a comma separated
values file.
What methods have you tried to use?
I don't know if such files contain a header row with the field names in a
format that is suitable for use as the mailmerge fields, but if not, you
should be able to open it with Wordpad and add such a row.
All that you may have to do is change the files of type setting when you go
to attach the data souce to All Files (*.*) so that the .abx extension file
is displayed. Alternatively, change the extension of the file to .txt and
select the Text files type in the dialog.
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Hope this helps.
Please reply to the newsgroup unless you wish to avail yourself of my
services on a paid consulting basis.
Doug Robbins - Word MVP