Sub SaveAsFileName()
Dim FileName  As String
With ActiveDocument.MailMerge
    .Destination = wdSendToNewDocument
    .SuppressBlankLines = True

    For SectionCount = 1 To .DataSource.RecordCount
        With .DataSource
            ActiveDocument.MailMerge.DataSource.ActiveRecord = SectionCount
            ActiveDocument.MailMerge.DataSource.FirstRecord = SectionCount
            ActiveDocument.MailMerge.DataSource.LastRecord = SectionCount

            'replace Filename with the column heading that you want to use - can't have certain symbols in the name
            FileName = .DataFields("Letter").Value & "_" & .DataFields("Name").Value
        End With

        'Get path and file name
        FullPathAndName = ActiveDocument.Path & Application.PathSeparator & FileName & ".docx"

        'Merge the document
        .Execute Pause:=False

        'Save resulting document.
        ActiveDocument.SaveAs (FullPathAndName)
        ActiveDocument.Close False
    Next
End With
End Sub