How to mail merge a hyperlink in Microsoft Word or Publisher 2010

I am trying to do an e-mail merge in Microsoft Publisher 2010 (which appears to do mail merging like Microsoft Word) and I'm wanting a merged email address to automatically be hyperlinked in the resulting email.

For example, one of the merge fields could be "EmailAddress" with an example address being test@example.com. In the document, I would want the merge field "EmailAddress" to display as the default text in an hyperlink and also set the target of the hyperlink to "mailto:EmailAddress" (eg. mailto:test@example.com).

I can't figure out how to get Publisher 2010 to do that. I would think that it's possible, though. Any help or pointers would be greatly appreciated!