See the "Individual Merge Letters" item on fellow MVP Graham Mayor's website
at:
http://www.gmayor.com/individual_merge_letters.htm
As you are using Word 2003, the "Add-in to Merge Letters to Separate Files"
that I have written and that can be downloaded from that site will allow you
to create each letter as a separate file with a filename taken from a field
in the data source with a minimum of fuss.
--
Hope this helps.
Please reply to the newsgroup unless you wish to avail yourself of my
services on a paid consulting basis.
Doug Robbins - Word MVP