Can't find Insert -> Merge Field in Word 2007

Once again I am sure I am in the wrong place (it seems I take a wrong turn whenever I venture out of ASP.NET...) Anyway, I am supposed to process a word 2003 document by inserting merge fields. I am taking over this process from a coworker in an office remote from me. He has walked me through the process from his PC which runs Office 2003. I have Office 2007 therefore I don't have the same menu as he. I can't find Insert Merge Field. If I select Insert, there's only tables.

In the interim, we will be doing this process on his PC again in an hour, but I thought I'd poke around for an answer in the meantime.

Thanks.