My "fix" has just been to use some sort of criteria in the spreadsheet to
filter on... i.e.  entering "Need to merge" or "Send Letter" or some other
consistent method by which you mark in your Excel spread who to merge to at
that particular time. Then, when you open your word merge, use the filters in
the Edit Recipients dialog box to narrow down your list based on that
criteria.  By doing it this way, all the checkboxes remain checked and the
merge to individual documents works, but you still only get letters for those
that you want.  After the merge has completed, go back into the spread and
change the "Need to merge" or "Send Letter" criteria to "Done" or something
like that so that they don't come up in your next merge batch.

~ Cara