Hi Song,
If you only need to CC one specific person each time, you could create an Outlook rule that goes like "CC this address on all outgoing email", and only activating it when you need to send these email merges. If your need is not more complex, that should do it.
I had the need to send emails out with varying folks in CC, and myself in BCC as part of my Getting Things Done work method. I ended up making my own tool EmailMerge.cc . Let me know if that solves your issue too:
EmailMerge.cc - Perform Email Merges using Excel and Outlook
For now it uses just a plain text file or an HTML file if you need formatting (not a Word document yet, but that will come soon) and the data from your Excel file.
That way you can send the emails out and CC your colleague as well.
Let me know if that helps.
Cheers,
Emilien
P.S.: My intent is not to dig out an older post, but to provide an easy solution to Song's problem. And since there was only one answer to this post, but this page is ranked high on the search engines, I suppose others with the same problem might find this tool helpful.