As far as I know you cannot do this however you initiate the merge, using
the built-in features of Outlook and Word. IMO Outlook Distribution lists
are rather less versatile than you might hope.
Your best bet might be to write and run some Outlook VBA code to process a
selected distribution list, either generating a data source you could use
with a merge or even "rolling your own" merge. I don't have any sample code
for that right now - probably worth asking in an Outlook group and/or
visiting
http://www.slipstick.com . I may be able to put some VBA together
to do it but it's unlikely to happen straight away.