Thanks for getting back to me but when I try what you suggested I get
the first front page, then I get the normal page with the three merged
records, then another first front page then another three merged
records and so on. Is there any way I can tell it not to repeat this
first page header?

To give you a bit more clarification this is how it is set up:

1) There is a header at the top of each page
2) below that is a table which has a number of merge fields about a
record
3) Then there is a gap with a <<next record>> code
4) then there is another table which is identical to the table in step
2 but for the next record
5) Then there is a gap with a <<next record>> code
6) then there is another table which is identical to the table in step
2 but for the next record

That is where the mail merge set up ends. Then it repeats itself until
all the records to merge have run out. I then tried doing the
"different first page" suggestion you gave me but it meant that after
the three tables had been mereged that the first page repeated again.
Any more ideas?