Attributed to Merton in a number of sources, the earliest located being Studia mystica, Volumes 5-6 (1982), p. 76 http://books.google.com/books?id=59EYAAAAIAAJ&q=%22problem+to+be+solved%22#search_anchor. This does not attribute a direct quote to Merton, but says "To use another of Merton's favorite distinctions, for Furlong Merton's life is seen principally as a problem to be solved, which it was, in the final analysis, successfully, rather than a mystery to be lived". The next-earliest source located is the 1998 book The Artist's Way at Work: Riding the Dragon by Mark Bryan and Julia Cameron, which attributes the exact quote to Merton on p. 152 http://books.google.com/books?id=CghAQDPahhcC&lpg=PP1&pg=PA152#v=onepage&q&f=false. In reality this seems to be a slightly altered version of the quote "The mystery of life is not a problem to be solved; it is a reality to be experienced" which appeared in the 1928 book The Conquest of Illusion by Jacobus Johannes Leeuw, p. 9 http://books.google.com/books?id=OFdVAAAAMAAJ&q=%22not+a+problem+to+be+solved%22#search_anchor.
Misattributed