The Word Merge uses a variety of temporary folders and files on your computer; they're stored in this directory: C:\Users\⁢Login_Name>\AppData\

You can unblock the E-Receipts mail item by deleting the MERGEPDF files in ~\AppData\subdirectories, including the .asd files in the Microsoft subdirectories.

The best way to find the files is by searching for "MERGEPDF" on the C: Drive.