What are the data sources?  You should probably combine them there.  An
alternative however would be to use a series of catalog or in Word XP and
later it is called directory type mail merges in the main documnet of which
you have a one row table with a mergefield in each row of that table.  When
you merge this document against each of the datasources, with the
destination being a new document, each new document will contain a table
with a row of data for each record in the datasource.  You can then copy and
paste all of the tables into one document and remove the paragraph mark
between each table to combine them and then insert a row at the top of the
then single table into the cells of which you enter field names and then
save that document and use it as a data source.