In the "Automation" section of the settings, expand every instance of TntConnect and make sure that "Microsoft Word" is checked:
In addition, here's something else to check in the Accessibility section:
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THEN:
1. Command-Tab to switch to Microsoft Word.
2. Command-Q to Quit Microsoft Word.
3. Start Microsoft Word, but make sure there are no prompts waiting for your attention in Word.
Now go back to TntConnect and try to launch the mail merge again.
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If this still fails, you may need to perform a mail merge manually. Click here to learn how to manually perform a mail merge.