My experience with Word 2003 is that once having selected the Mailmerge
toolbar under View>Toolbars, it is always displayed, though all but the
first buttons on it are disabled if a merge document is not the active
document and that if you are starting a merge from scratch, after selecting
the type of merge that you are going to create (Letters, Labels, Envelopes,
Email, Directory), then initially on the the Open Data source button is
enabled and only after attaching the data source are the balance of the
buttons on the toolbar enabled.
If the toolbar is not being displayed from one session to the next, maybe
your IT Dictatorship is screwing around with things everytime you log onto
their network.
You can get around that by creating an Addin (a template that you store in
the Word\Startup folder) that contains an autoexec macro that turns on the
toolbar.
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Hope this helps,
Doug Robbins - Word MVP