Mail merge: why doesn’t it work?

I am trying to use Microsoft office word to do a normal mail merge (using a contacts list in Excel) but the emails don't actually send.... It looks as though it works until you check the 'Sent items' and they don't appear in there, and they do not reach the intended recipients. Is this a problem with outlook? It is my hotmail account I use for outlook.com but I cannot get mail merges to work. Is it a problem with word? And how do I fix it? Please help!