If you mean when the merge is performed to email, See the article "Mail
Merge to E-mail with Attachments" at:
http://word.mvps.org/FAQs/MailMerge/MergeWithAttachments.htm
Otherwise, it would be better to insert the file into the mailmerge main
document before executing the merge.
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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