Is there a way to use one of the mail merge Fields as part of the Filename for the merged document?

I found this text online which implies that there is a way, but couldn't find any more information:

To Save the document, choose Finish Merge -> Save. You can save the document for all recipients or for a range. You can save all the documents in one file or you can save each instance (per recipient) as a separate file. You can select a field name to be used as the unique part of the file name, as well as additional text to include in the file name.

Thanks.