First off, close Microsoft Outlook. Next, click Start in Windows, type Outlook and right-click on Outlook and select Run as administrator (this might be under the More heading)
Next, in Outlook, navigate to File > Options:
On the Options window, click the Trust Center  on the left-hand side, then click Trust Center Settings 
In the Trust Center Settings, click Programmatic Access :
Finally, select the 3rd option "Never warn me about suspicious activity (not recommended)  and click OK.
Restart Outlook as normal and then send the mail merge from the CRM and you should no longer get this warning, and again, you can always reverse these steps to reset the Programmatic Access.