You don't give much information, such as which version of Word, but the
usual source of this problem is if you have Works Suite, which has an add-in
that enables Mailmerge to be initiated from Works and to use Works DB data.
The cure seems to be to
a. uninstall the addin (Windows Control Panel|Add/remove software)
b. (possibly) create a new normal.dot for Word - close Word, find the
existing Normal.dot, rename it (especially if it contains valuable autotexts
and macros), and restart Word.