The methods noted by microsoft are often not good enough for those that want the contacts in the order they ask for.

When we talk mailmerge it becomes even more fun. But let me not duplicate all those discussions here and cut to the solutions.

1. Export the data to some neutral file format or other database.
2. Write code to perform that mailmerge in the language you use to write your programs. VB or VBA can do this.

What some expected is that the stock applications to do all this with some big red button marked "Easy." But I haven't found that. So I'm always diving in and writing custom apps to do all that.

-> This is not an offer to write this app for you for free. But to share that it has been discussed and that this was usually the solution.