Hi Dan,
You can use Word's Catalogue/Directory Mailmerge facility for the filtering (the terminology depends on the Word version). To see how to do so with any mailmerge data source supported by Word, check out my Microsoft Word Catalogue/Directory Mailmerge Tutorial at:
http://windowssecrets.com/forums/sho...ngs-(2000-2010)
or
http://www.gmayor.com/Zips/Catalogue%20Mailmerge.zip
The tutorial covers everything from list creation to the insertion & calculation of values in multi-record tables in letters. Do read the tutorial before trying to use the mailmerge document included with it.
Do note that the filtered data will still be in one file, though. If you really need separate files, you can use a macro to split the output file afterwards. Post back if that's what you need.