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.

Signature
Hope this helps.
Please reply to the newsgroup unless you wish to avail yourself of my
services on a paid consulting basis.
Doug Robbins - Word MVP
>I need to do a mail merge but I want each letter to be its own word doc
> instead of one file with all the letter in it. Can this be done?