The list is your Excel worksheet? Attach the worksheet to your merge
document - essentially the procedure at
http://www.gmayor.com/merge_labels_with_word_2007.htm

From what you are saying it sounds as if you may be creating a new Excel
workbook for each new member, or that at the very least, you may need to
select that specific member in each mail merge main document to print the
relevant material for that member.

IMO the best thing to do is connect all of your mail merge main documents,
once and for all, to an Excel workbook whose name and location never varies,
that always has the same columns, and which has exactly one record. e.g. you
connect them all to

c:\memberdata\onenewmember.xls

or whatever.

Then, with all the mail merge main documents closed, you either copy the
excel workbook containing the new member details to that file, or create a
new one with just theat member's details.