generate e-mail messages from MS-Word 2011 using Mail app.
Unfortunately, MS Word 2011 requires you to use MS Outlook 2011 as your default mail application for the mail merge email feature to work.

You will either have to use Outlook as your default email app (even if it's only temporary) or use another solution.

I have heard good things about SerialMailer although I haven't used it personally. It's not free but you may be able to download a trial. There are versions that work with Mac OS X Snow Leopard and above.

Otherwise, you could search for Mail Merge in the Mac App Store (assuming you have it installed - you didn't specify your OS) for other options.