On help it says:
"The Faxes option is not available in the Mail Merge Wizard unless faxing
support is installed, including the following..."

I have Microsoft Fax set up and I set up the fax transport service on
Outlook. Plus I have a Conexant D480 MDC v. 9x Modem. But when I go to do a
mail merge on Word, I still don't have the option to create faxes.