Thanks this is exactly what I needed! The only thing I can't figure out:

I can do everything up to making a document in which it merges several versions of the document. Perfect. Only I can't find where to get the dialog box he shows on his website in which I can select how to save to multiple files etc. I only see the "Sendlists" tab in my word which I can use to add the merge fields and all that but don't see where I open the window to finalise to several seperate files.