It's certainly worth trying the { PRINT } field option that Graham
mentioned, as it's simpler if it works, but it only works with some printers
(and drivers), /and/ you have to be able to find out what the correct tray
selection sequences are (increasingly difficult in my experience and
probably requires a good look at the manufacturer's documentation CD or a
bit of searching around on their web site).

Otherwise you would probably need to run a macro post-merge, and that macro
would need to have some way of knowing which document should use paper from
which tray, because by the time the merge is complete, that information is
lost. So supposing you put a single digit 1,2, or 3 at the beginning of each
mail merge main document, select the digit and format it as hidden. Then you
could
a. merge to an output document
b. with that output document open and selected (i.e. the Active Document
and Active Window, run

Sub SetUpInputTrays()
Dim bShowHiddenText As Boolean
Dim s As Word.Section
bShowHiddenText = ActiveWindow.View.ShowHiddenText
ActiveWindow.View.ShowHiddenText = True
For each s in ActiveDocument.Sections
 If Left(s.Range.Text, 1) = 1 Then
   s.PageSetup.FirstPageTray = wdPrinterLowerBin
   s.PageSetup.OtherPagesTray = wdPrinterLowerBin
 Else
   s.PageSetup.FirstPageTray = wdPrinterUpperBin
   s.PageSetup.OtherPagesTray = wdPrinterUpperBin
 End If
Next
ActiveWindow.View.ShowHiddenText = bShowHiddenText
End Sub

You would need to find out precisely which PageTray constants to use for
your printer (you can record a macro that sets up the trays you need and
have a look at the recorded code). You might need to modify this if you have
multi-section letters, etc. etc. You could also run the merge at the
beginning of the macro - typically, post-merge, the generated output dcument
is the activedocument.

I see graham has posted the "splitter" so that's another possibility.

If your printer is PCL or Postscript compatible and using the appropriate
driver then yes the information should be in the book or on the
manufacturer's web site.

As for the macro referred to in the other branch of the thread, then
provided you have the tray allocations set for the various sections, merge
to a new document and then see if the following macro does the job:

Sub SplitMergeLetterToPrinter()
' splitter Macro
' Macro created 16-08-98 by Doug Robbins to print each letter created by a
' mailmerge as a separate file.
'
Letters = ActiveDocument.Sections.Count
Counter = 1
While Counter < Letters
   ActiveDocument.PrintOut Background:=False, Range:=wdPrintFromTo, _
   From:="s" & Format(Counter), To:="s" & Format(Counter)
   Counter = Counter + 1
Wend
End Sub

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