First of all, note that there is no operating system called
"XP2000." There is Windows 2000 and there is Windows XP; they are
two different operating systems.
Second, mail merge has nothing to do with the operating system
you are using. It has to do with the application software you are
using. A Windows newsgroup is probably the wrong place for your
question, but it's especially hard to answer you if you don't
tell us what software you're trying to use.