See Microsoft's tutorial for Word 2000 merge:
Before you get into the merge in Word, create the Merge File within the Volunteer Reporter using your station filter. Instructions are below. It is critical to write down the path and file name when you save the file. You will use this file as your data source in Word.
The Merge File in the Reporter produces a text file of names and addresses that you can use as the data source in Word. With this you can merge a letter with names and addresses from the Volunteer Reporter database in order to send individually addressed letters to your volunteers.
The merge files are standard, comma-delimited text files where each field is surrounded by quotation marks and separated from the next field with a comma. To learn more about using them in Microsoft Word, refer to Word's help files or other Microsoft instructions.
To create your merge file in the Volunteer Reporter go to: Reports | Volunteer Reports | Merge File
Select your filter. For the File name field click the file folder icon to define the file name and browse to the path. The file path defaults to your user My Documents folder as a .txt file. You need to name the file, something like Vols.txt. Write down the file path and file name.
Click Prepare. You are now finished with the Reporter.
Open Word and follow the instructions in Microsoft's tutorial, using your text file as the data source. Your method will be Method 2: If You are Using an Existing Data Source.