You can do a mail merge in Corel Draw 11. However according to the online help file, the only data files it uses are comma deliminated text files, not MS Access or Excell. You can export information out of MS Access as a text file however.
If you want to try before you buy, you can download Corel 11 and try it for 30 days. I've also got version 8, and I've been using the trial version for the last week. I havent used the mail merge, but I have been very pleased with the rest of the features, especially the way it handles creating pdf files.