Aside from the issues discussed in the other thread, the behaviour may differ if you have the workbook open while doing the merge (I think we've discussed this before).
Just to eliminate any faults in Word or Excel, you might try repairing the Office installation (via Windows Control Panel > Programs > Programs & Features > Microsoft Office (version) > Change > Repair).
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Cheers,
Paul Edstein
[Fmr MS MVP - Word]
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