|Why do you need to convert it?|
In my experience, Word has no problem using Excel files (.xls, xlsx) vis the mail merge wizard.
P.S. It's usually considered just a bit more polite to ask us a question as opposed to just telling us what you need. Many members of these forums (myself included sometimes) simply ignore posts if there isn't an actual request for help.
Click Here Before Posting Data or VBA Code ---> How To Post Data or Code.