Execute the merge to a new document. Then save that document to the hard
drive, close it, and then using Windows Explorer, copy it to the USB stick.
At the other location, copy it from the USB stick to the hard drive, then
open it from the hard drive with Word and print it.
It would appear that all that you did was save a preview of the data in the
mail merge main document, not in a document created by executing the merge.

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Hope this helps.
Please reply to the newsgroup unless you wish to avail yourself of my
services on a paid consulting basis.
Doug Robbins - Word MVP
> Windows XP
> I have saved a mail merged letter to a USB stick (200 letters). When I
> opened the file on USB only the first letter was there.
> How do you save, so that all the data is transferred.