Hello Raftree,
You can use the Excel worksheet as the Data Source instead of going through Access.
Step 2 of Mail Merge
Select: "Open Data Source"
Change "Files of Type" to Excel
Select the Excel File
The remainder is inserting the Merge fields into your Word Document. The column headers in your Excel Spreadsheet will be the Field Names.
This should work.
On thought, why not import this list into "Contacts" in Outlook and then use "Address Book" as your data source for a mail merge.
If you are using Outlook 2000 there are some neat tricks that I can tell you about.
Good Luck,
Michael