OK, maybe something like

Sub DoubleMerge()

' Untested macro code...

Dim objMMMD1 As Word.Document
Dim objMMOD1 As Word.Document
Dim objMMMD2 As Word.Document
Dim objMMOD2 As Word.Document
Dim rngMMOD1 As Word.Range

' Open and merge document 1
Set objMMMD1 = Documents.Open(FileName:="mergedoc1.doc")

' Assume the merge data source is already set up
With objMMMD1.MailMerge
 .Destination = wdSendToNewDocument
 With .DataSource
   .FirstRecord = wdDefaultFirstRecord
   .LastRecord = wdDefaultLastRecord
 End With
 .Execute
End With

' The Activedocument is now the output document (unless there were errors
and a separate error output)

Set objMMOD1 = ActiveDocument
objMMMD1.Close SaveChanges:=False
Set objMMMD1 = Nothing

' Open and merge document 2

Set objMMMD2 = Documents.Open(FileName:="mergedoc2.doc")

' Assume the merge data source is already set up
With objMMMD2.MailMerge
 .Destination = wdSendToNewDocument
 With .DataSource
   .FirstRecord = wdDefaultFirstRecord
   .LastRecord = wdDefaultLastRecord
 End With
 .Execute
End With

' The Activedocument is now the output document (unless there were errors
and a separate error output)

Set objMMOD2 = ActiveDocument
objMMOD2.Content.Copy
Set rngMMOD1 = objMMOD1.Content
rngMMOD1.Collapse Direction:=wdCollapseEnd
rngMMOD1.Paste
objMMOD1.SaveAs FileName:="myname.doc"
objMMOD1.Close SaveChanges:=False
objMMOD2.Close SaveChanges:=False
Set objMMOD1 = Nothing
Set objMMOD2 = Nothing
Set rngMMOD1 = Nothing
End Sub

You may need to add/remove paragraphs around the inserted chunk (cf.

http://word.mvps.org/faqs/macrosvba/GetRngToEndOfInsertFile.htm

). You'll probably be better off putting any headers and footers in one of
the documents, and ensuring that your two documents don't use the same
paragraph/character style names in tow different ways.

Peter Jamieson