I  found the following macro on the internet (from someone else's
question)and it is working for me, except that it is saving the documents all
to my C drive.
How can I program a path eg.  C:\A_Data\Word\Merge
   
   Dim x               As Long
   Dim Sections        As Long
   Dim Doc             As Document
       
   Application.ScreenUpdating = False
   Application.DisplayAlerts = False
   
   Set Doc = ActiveDocument
         
   Sections = Doc.Sections.Count
   For x = Sections - 1 To 1 Step -1
       Doc.Sections(x).Range.Copy
       Documents.Add
       ActiveDocument.Range.Paste
       ActiveDocument.SaveAs (Doc.Path & "\" & x & ".doc")
       ActiveDocument.Close False
   Next x
   
   Application.ScreenUpdating = True
   Application.DisplayAlerts = True
   
End Sub
Hoping someone can help me with this.