If you try to do a mail merge to Word, and you get this error "Interface not supported", then there is a problem with the way Word is installed on your machine. Here are a few things you can try to get past this error:
1. The problem may have to do with anti-virus software ("script-blocking" features). If you have Norton Anti-Virus, temporarily turn it off to see if that is what is causing the issue.
2. Try updating Office from the Web:
http://office.microsoft.com/officeupdate/default.aspx
3. The problem may be resolved by repairing Microsoft Office. Under the "Help" menu in Word, click on "Detect and Repair".
4. The problem may be resolved by uninstalling and reinstalling Microsoft Office.
Note: If you need to get your letters out quickly, you can work around this problem for now and then come back to it later. You can always manually perform a mail merge until this problem is resolved.