When you set up Outlook, it creates its own profile for you. Have you
installed MS Outlook and note, this is Outlook component of MS Office suite
sold either bundled with Office or stand alone and not Outlook Express.
However, mail merge is implemented from an application, usually a word
processor or some mail merge app that has the ability to access something
other than its own database for addresses. If you are simply looking in
Windows Help as in Windows Help and Support, you need to be checking the
help function of the application you wish to use for the mail merge. In MS
Word, for example, when you attempt a merge, you are prompted for which
profile in Outlook you wish to use and there's a dropdown list of profiles
that have already been created.
I'm not sure if MS Word can do a merge from Outlook Express, but it can from
Outlook or from an Access database.
In the scenario you are describing, you are confusing user profiles as in
the profile associated with the user ID under which you log in with the
profile as created in Outlook. At least that's how it sounds. If the above
is not useful, in order to provide further assistance, I would need to know
what prompted your need to find these settings and from that, I might be
able to determine where to look and what you actually need to find or at
least be able to send you in the right direction in terms of another group.
If you tell me which application you are attempting to use for mail merge, I
might be able to send you to that application's newsgroup, especially if it
is an MS app.