There are various ways to achieve this but this is my favoured method.
1. Add a MergeTo(Yes/No Field) to your table
2. Build a query selecting records where MergeTo = Yes
3. In Word choose to MailMerge and select the query you used.
4. Merge and be happy
5. Build yourself an update query to set MergeTo in all records to No(False,0) to prevent previous merges lists affecting the current merge.
There are other ways using multiselect list boxes, maketable queries and the like, but this is the simplest and would suit a small database.
HTH
Ian