If you execute the merge to a new document and then use the following macro,
each letter will be treated as a separate print job:
Dim i as Long
For i = 1 to ActiveDocument.Sections.Count
ActiveDocument Range:=wdPrintFromTo, From:="s" & i, To:="s" & i
Next i
It may need something more however to achieve your aim.

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Hope this helps,
Doug Robbins - Word MVP
>I am trying to print my 3-page merged annual giving letter from our Canon
> Imagerunner 5000i. I want print the 1st page of the letter from the
[quoted text clipped - 15 lines]
> print
> each letter separately. Any help is GREATLY appreciated.