There are two main possibilities here:
a. Are these fields ever on a line by themselves? If so, when the fields
are empty the lines will be removed. In Word 2002 the option for changing
this behaviour is not available from the mail merge wizard or toolbar, so to
change the behaviour you probably need to use Tools|Customize to get the old
option back -

Tools|Customize|Commands, select category All Commands, locate
MailMergehelper out to a toolbar. Close the Customizeialog, then use the
Merge button in the Helper to check "Print blank lines when data fields are
empty".

Alternatively, you may be able to do something like add some blank space to
the line (so that there is something other than the empty field)

b. the merge is using NEXT/NEXTIF fields to process a variable number of
data records for each form, e.g. if there are multiple rows and sometimes a
person needs 0 and sometimes 4. If you followed some of the examples (e.g.
in the Microsoft Knowledge Base) on how to handle variable numbers of
records per "item", then you will need to adapt their examples because they
tend to assume that you only want the lines that have some data in them,
whereas you need a line end for each line which /might/ appear.

--
Peter Jamieson - Word MVP
Word MVP web site http://word.mvps.org/