Creating a Mail Merge Data Source
http://word.mvps.org/FAQs/MailMerge/CreateADataSource.htm

Melton, Beth
Word MVP Site, The
2005

Abstract:

Microsoft Word supports many file formats which can be used as a Data Source for a mail merge. This article covers specifications and frequently asked questions on the most commonly used Data Sources, along with how to set up a Data Source in Word.