For a good mail merge tutorial: http://www.freesoftwaremagazine.com/articles/mail_merge_openoffice_org
OpenOffice.org maintains a dictionary of registered data sources per network installation and per user configuration.
The data is maintained in the OpenOffice.org configuration files. Not in the windows registry or anywhere on the Internet.
Wat it is for? Well, if you are in Writer or Calc and you want to import data to a document or produce a mail merge you will be presented with the list of registered data sources. For example, open a Calc file and hit the F4 key - this opens the data source browser window at the top of the window.
Further you can manage the registration data - which is simply a mapping of a data source name to an ODB file on disk - in the options widow. Tools > Options > OpenOffice.org Base > Databases. This will allow you to register new ODB files directly, change which file a data source name points to or remove a registered data source name. NOTE - removing an entry in this dictionary does not delete the file it points to, only the entry in the registration dictionary.