An Autoopen macro in the document with the following code should do it

With ActiveDocument.MailMerge
   .Destination = wdSendToNewDocument
'    .Destination = wdSendToEmail
   .Execute
End With

Changing the destination by uncommenting the wdSentToEmail line and
commenting the wdSentToNewDocument line will send the documents as the body
of an email message.  To sent them as an attachment, it would be necessary
to first merge each document to separate file and then send that file as an
attachment.

See the "Individual Merge Letters" item on fellow MVP Graham Mayor's website
at:

http://www.gmayor.com/individual_merge_letters.htm

I have written and that can be downloaded from that site will allow you to
create each letter as a separate file with a filename taken from a field in
the data source with a minimum of fuss.

Then to send the letters as an attachment,

See the article "Mail Merge to E-mail with Attachments" at

http://word.mvps.org/FAQs/MailMerge/MergeWithAttachments.htm