Ok basically I solved this problem.

I didn't learn how to use a Macro to do it... but someone basically wrote an entire Word Add-on that does all of this for you automatically with a lot of good features too.

http://www.gmayor.com/individual_merge_letters.htm

I recommend just using this. I tried it and its great. The instructions are QUITE tedious and hard to follow, but make sure you just slog through it top to bottom before installing it. You don't need to go into the Word Startup folder apparently despite what the instructions say - the program has a self-extracting installer which auto installs itself. MAKE SURE WORD IS CLOSED BEFORE INSTALLING OR IT WON'T WORK.

Learning to write Macros is cool but... given this person did so much work on this free addon, I'm just going to use this. I recommend donating to him if you use it. It should come built in to Word at this point in time of the program's history.