My original reply was couched in the terms I expressed it because of the many posts I've seen where people are confused about the SQL prompt that appears when a mailmerge document is opened. It gets called all sorts of things - including an error message.
I believe the appearance of the mailmerge task pane in the 'don't show all windows in the taskbar' mode is by design. If it really bother you, you could add the following sub to your 'normal' template's 'ThisDocument' module:
Code:
Private Sub Document_Open()
With ActiveWindow
'Ignore any errors
On Error Resume Next
'Reduce flickering while changing settings
.Visible = False
'Hide the mailmerge task pane
CommandBars("Mail Merge Panes").Visible = False
'Restore the window now that we're finished
.Visible = True
End With
End Sub