See How to use mail merge to create a list sorted by category in Word 2002 -
http://support.microsoft.com/?kbid=294686

If you are trying to do a "Multiple records per item" merge,
a. Word isn't very good at it - if you can use an Access report or some
such, I'd try that
b. If you have not done so already, see the "Group Multiple items for a
single condition" item on
Cindy Meister's website at

http://homepage.swissonline.ch/cindymeister/

Look for Mail Merge fAQ, Tips 'n' Tricks, Multiple Items per condition.

As far as NextRecordIF is concerned,
c. it may not work the way you expect
d. what comparison are you doing in your NextRecordIf field - i.e. what is
in the field code, and can you provide examples of the actual data being
compared ? (use Alt-F9 to see the underlying field code)

Peter Jamieson