Mail Merge in Outlook?

JJ asked a question about this. MB gave an answer which did not work out for JJ. Now I am having the same problem with a new installation of Outlook 2003 and I cannot find 'letters and mailings' either. MB must have been thinking of Tools in Word not in Outlook when he gave that answer. I did use Mail Merge in Outlook at my firm for years, also with Outlook 2003 and it worked. It was not very straightforward: you had to import a list of names and addresses from Excel, import the text from Word, both with all kinds of provisos and little tricks that you had to be very careful not to miss. But now I cannot even find the Mail Merge folder in Outlook 2003. Do you have to buy that separately from Microsoft or is it included in Outlook 2003 and so well hidden that neither JJ nor I could find it?