It looks like your code has merged two lines although that may be how you pasted it. Try
Code:
ChangeFileOpenDirectory "\\vcuhshmo\groups\Claims Administration\CCU\PVOH\PVOH Mail Merge Letters\PVOH Mailers - Test\"
With ActiveDocument
StrName = .Bookmarks("Name").Range.Text
.SaveAs FileName:=StrName & ".docx"
End With
Given your code has nothing to do with saving a document, you can't really expect anyone to advise on that...
Done properly, there is also no need for ChangeFileOpenDirectory!
Code:
Dim StrFldr as String
StrFldr = "\\vcuhshmo\groups\Claims Administration\CCU\PVOH\PVOH Mail Merge Letters\PVOH Mailers - Test\"
With ActiveDocument
StrName = .Bookmarks("Name").Range.Text
.SaveAs FileName:=StrFldr & StrName & ".docx"
End With