Mail Merge

I'm using Windows 98 SE
MS Excel 2000
MS Word 2000

Question:
I'm trying to do a mail merge of names & addresses from Excel to Word.
Row one is a header row.
Column A is for names
Column B is for street/PO Box
Column C is for City/State/Zip

All goes well until the wizard instructs me to insert field.
At this point all I can get to come up is "auto mail merge", auto mail merge 1" etc.
Can you advise to what I'm doing wrong?

Thank you for your help.