Sub Macro1()
Dim i As Integer
Dim orng As Range
    With ActiveDocument.MailMerge.DataSource
        For i = 1 To .FieldNames.Count
            Set orng = ActiveDocument.Range
            orng.Collapse 0
            orng.Fields.Add orng, wdFieldMergeField, Chr(34) & .FieldNames(i), False
            Set orng = ActiveDocument.Range
            orng.Collapse 0
            orng.InsertParagraphAfter
        Next i
    End With
    Set orng = Nothing
End Sub