Looks more like VB.NET to me, but anyway...

I think you will probably have to iterate through all the merge fields in
the ocument and ensure that each MERGEFIELD name is in the
ActiveDocument.MailMerge.DataSource.DataFields collection.

Iterating through all the fields is in itself non-trivial but the following
VBA code should get most of them:

Dim objStory As Range
Dim objField As Field

For Each objStory In ActiveDocument.StoryRanges
 For Each objField In objStory.Fields
   ' do what you want to the field here. You can test objField.Type
   ' to process specific field types
 Next
' The header/footer ranges can be linked in a way
 ' that is not revealed by the outer For Each
 ' so we have to do the following
 While Not (objStory.NextStoryRange Is Nothing)
   Set objStory = objStory.NextStoryRange
   For Each objField In objStory.Fields
     ' do what you want to the field here
   Next
 Wend
Next objStory

Set objStory = Nothing
Set objField = Nothing

To test the field against the Datafields collection you would probably need
something like:

Dim strFieldName As String
Dim bFieldFound As Boolean
For Each objField In objStory.Fields
   If objField.Type = wdFieldMergeField Then
     strFieldName = Trim(Mid(Trim(objField.Code), 12))
     If Left(strFieldName, 1) = Chr(34) Then
       strFieldName = Mid(strFieldName, 2, InStr(2, strFieldName & Chr(34),
Chr(34)) - 2)
     Else
       strFieldName = Left(strFieldName, InStr(1, strFieldName & " ", "
") - 1)
     End If
     With ActiveDocument.MailMerge.DataSource
       bFieldFound = False
       For i = 1 To .DataFields.Count
         If strFieldName = .DataFields(i).Name Then
           bFieldFound = True
           Exit For
         End If
       Next
     End With
     ' deal with a mismatch. Up to you whether you try
     ' to deal with all the mismatches etc.
     If Not bFieldFound Then
       MsgBox "field not found"
       Exit Sub
     End If
   End If

Peter Jamieson