1 In the Save Address List dialog box, type the name that you want to give to your data source in the File name box, and then click Save. 2  In the Mail Merge Recipients dialog box, make any changes that you want, and then click OK. 3  Click Next: Write your letter to finish setting up your letter. When you click More Items, the Insert Merge Field dialog box appears. 2  Note Make sure that your cursor is where you want to insert the information from your data source before you click More Items. 3  In the Insert Merge Field dialog box, click the merge field that you want to use, and then click Insert.