You will need to find a way of doing this that does not involve the use of
bookmarks.  As the name of each bookmark in a document must be unique, any
bookmark in the mailmerge main document will not survive the merge process.

You may however be able to make use of the following macro to preserve
(=re-create) the bookmarks when a mailmerge is executed

' Throwaway Macro created by Doug Robbins to "preserve" bookmarks during a
MailMerge

'

Dim abm As Bookmark, bmrange As Range, i As Long, Result As Document, j As
Long, k As Long, linkrange As Range, linktarget As String

Dim Source As Document

Set Source = ActiveDocument

i = 1

For j = 1 To Source.MailMerge.DataSource.RecordCount

   For Each abm In ActiveDocument.Range.Bookmarks

       System.PrivateProfileString("c:\bookmarks.txt", "bookmarkNames",
"bookmark" & i) = abm.Name & Format(j)

       i = i + 1

   Next

Next j

For Each abm In ActiveDocument.Range.Bookmarks

   abm.Range.InsertBefore "#"

   abm.Range.InsertAfter "#"

Next

With ActiveDocument.MailMerge

   .Destination = wdSendToNewDocument

   .Execute

End With

Set Result = ActiveDocument

k = 1

Selection.HomeKey wdStory

Selection.Find.ClearFormatting

With Selection.Find

   Do While .Execute(FindText:="#*#", MatchWildcards:=True,
Wrap:=wdFindContinue, Forward:=True) = True

       Set bmrange = Selection.Range

       bmrange.Characters(bmrange.Characters.Count).Delete

       bmrange.Characters(1).Delete

       Result.Bookmarks.Add System.PrivateProfileString("c:\bookmarks.txt",
"bookmarkNames", "bookmark" & k), bmrange

       k = k + 1

   Loop

End With