There are a couple of ways you can consider trying to get Word to do a merge
automatically:
a. put AutoOpen macros with the necessary code in the Mail Merge Main
Documents
b. use the command line options that let you specify the name of a macro to
run

If it makes sense for your users, you /might/ also be able to add a command
to the Windows shell so that they see a "Merge" option for Word documents,
or it might even make sense to use your own file extension (say ".docm" )
and set up the file associations to make such files merge by default when
they are opened. However, I think you would have to use the DDE facilities
in the shell and things are already looking complicated...