Here is a summary of the ways to access the OnMerge Images dialog:

Change an Existing OnMerge Image

Double-click the image to bring up the dialog. Double-clicking on non-OnMerge Images will bring up Word's usual Picture dialog.

Insert a New OnMerge Image

Access Insert from Word's menu, then click on OnMerge Images.

  -- or --

Access Mailings from Word's menu, then click on OnMerge Images.