I have been frustrated for a bit trying to get mail merge to work in Open Office from OpenOffice.org. I read the help files, and tried very hard to figure out where I was going wrong.
I could get the file to generate with the mail merge wizard. However, it would say sending 0 of however many I was sending. It would work for a long time and give no data back. Apparently the emails just vaporized without getting sent. I finally decided that the writer program had to somehow know what account to send off of. I finally found it (though I still have not found it in the help file):
You go to tools > options > openOffice.org writer (expand with plus/minus sign) > Mail Merge Email and configure your outgoing mail server there. After doing that, you can test your connection and if it works, you are in business. There are only two steps to the test and you will get green check marks.
I was on oOo 2.0 and I got many of them back because of a missing date header it appears. I will update to 2.3.1 which is the current stable release and give it another go to see if that does better.