Ok, I managed to get one step further.
Actually the tutorial on this website
http://cornell.veplan.info/article.aspx?&a=3815 helped me to futher understand the coding from the mailmerge and how to edit it (ctrl+f9).
When trying to convert the output to a table MS Word automatically inserts a paragraph break which I can't delete in my mailmerge document. Is this even possible?
I tried to work with the macro from the manual, but this only delete's the paragraph break between the header and the first line. Am I doing something wrong?