You could a SKIPIF field coded along the lines of:
{SKIPIF{MERGEFIELD Record_No}<> {FILLIN "What is the record number to use?" \o}}
where 'Record_No' is the name of the field holding the record number.

Alternatively, you could use the mailmerge filters or, if you know which record # you want, specify that when you click on Finish & Merge.

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.

__________________
Cheers,
Paul Edstein
[Fmr MS MVP - Word]