If you execute the merge to a new document and then run the following macro
when that document is the active document, it will save each report with the
name Report#
Sub splitter()
' splitter Macro
' Macro created by Doug Robbins to save each letter created by a mailmerge
as a separate file.
Dim i As Long, Source as Document, Target as Document, Letter as Range
Set Source = ActiveDocument
For i = 1 to Source.Sections.Count
Set Letter = Source.Sections(i).Range
Letter.End=Letter.End-1
Set Target = Documents.Add
Target.Range=Letter
Target.SaveAs FileName:="Report" & i
Target.Close
Next i
End Sub
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Hope this helps,
Doug Robbins - Word MVP