If you are using the same versions of Word and Outlook, you can execute the
merge directly to email if you have the email addresses in the data source.

Otherwise, 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.