MailMerge.State (Word)

Returns the current state of a mail merge operation. Possible return values are wdDataSource - A data source with no main document, wdMainAndDataSource - A main document with an attached data source, wdMainAndHeader - A main document with an attached header source, wdMainAndSourceAndHeader - A main document with attached data source and header source, wdMainDocumentOnly - A main document with no data attached, wdNormalDocument - Document is not involved in a mail merge operation.

Set myMerge = ActiveDocument.MailMerge 
If myMerge.State = wdMainAndDataSource Then myMerge.Execute