Just solved it.
It all has to do with the
I had
Code:
ActiveDocument.MailMerge.execute = False
When this is set to false, it prompts word to open a new document and list all of the field calculation errors. If you set this to
Code:
ActiveDocument.MailMerge.execute = True
this has word display the errors in a message box.
I was able to turn off display alerts which turned off the message box.
I put
Code:
Application.DisplayAlerts = wdAlertsNone
at the beginning of the VBA Macro and
Code:
Application.DisplayAlerts = wdAlertsAll
at the end