Once you've set up your mailmerge main document with all the merge fields you'll need, insert a SKIPIF field coded along the lines of:
{SKIPIF{MERGEFIELD Reference}<> {FILLIN "What is the reference number to use?" \o}}
Note: The field brace pairs (i.e. '{ }') for the above example are all created in the document itself, via Ctrl-F9 (Cmd-F9 on a Mac); you can't simply type them or copy & paste them from this message. Nor is it practicable to add them via any of the standard Word dialogues.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]