Are you using the "Step by Step Mail Merge Wizard?" At Step 3 you should be able to click on the button "to use an existing list." Do you mean that button is not activated? If you can check that button you should then click the "browse" button located below
to bring up your recipient list.
To find "Step by Step Mail Wizard" go to "Mailings" tab and then click on "Start Mail Merge" button drop down arrow and then "Step by Step Mail Wizard."