I am having a problem with mail merging Word 2003 document with Access 2003 query. When the query wizard asks for data source I link it to the Access database but it only list teh table and does not show any query not even queries tab.

push the query results to a temp table in access and then you will be able to select the table from the list of datasources

You need to set an option in Word: in Tools; Options, tick the box "Confirm conversion at Open". This will allow you to decide the connection method (e.g. dde) and then see all the tables and queries in the database you choose.