If it's only one page that you want to save, merge just that record to a new
document and save that.

If you want to save the "document" created for each record by the mailmerge,
there are a number of ways.

See the "Individual Merge Letters" item on fellow MVP Graham Mayor's website
at:

http://www.gmayor.com/individual_merge_letters.htm

If you are using Word XP or later, the "Add-in to Merge Letters to Separate
Files" that I have written and that can be downloaded from that site will
allow you to create each letter as a separate file with a filename taken
from a field in the data source with a minimum of fuss.