Hi Rikil,
I'm not aware of any websites that cover all aspects - it's a pretty wide area once you start taking some of the more advanced issues into account. I've written a tutorial on Word's Catalogue/Directory Mailmerge facility for this (the terminology depends on the Word version):
http://windowssecrets.com/forums/sho...ngs-(2000-2010)
or
http://www.gmayor.com/Zips/Catalogue%20Mailmerge.zip
And that's just one small part of the mailmerge 'world'. Do read the tutorial before trying to use the mailmerge document included with it.