Goes about like this:

THIS.OpenMailMerge ()    && Open the main document and set the datasource

*-- Set the page options
WITH THIS.oWord.ActiveDocument.PageSetup    && THIS.oWord point to the instance of Word
    .Orientation = 0	&& wdOrientPortrait
    .TopMargin = THIS.oWord.CentimetersToPoints (2.5)
    .BottomMargin = THIS.oWord.CentimetersToPoints (2.5)
    .LeftMargin = THIS.oWord.CentimetersToPoints (2.5)
    .RightMargin = THIS.oWord.CentimetersToPoints (2.5)
    .Gutter = THIS.oWord.CentimetersToPoints (0)
    .HeaderDistance = THIS.oWord.CentimetersToPoints (0)
    .FooterDistance = THIS.oWord.CentimetersToPoints (0)
    .PageWidth = THIS.oWord.CentimetersToPoints (21.59)
    .PageHeight = THIS.oWord.CentimetersToPoints (27.94)
    .OtherPagesTray = 0	&& wdPrinterDefaultBin
    .SectionStart = 2	&& wdSectionNewPage
    .OddAndEvenPagesHeaderFooter = .T.
    .DifferentFirstPageHeaderFooter = .F.
    .VerticalAlignment = 0	&& wdAlignVerticalTop
    .SuppressEndnotes = .F.
    .MirrorMargins = .F.
    THIS.SetTray (THIS.nBac, THIS.oWord.ActiveDocument.PageSetup)    && Set the paper tray
    .OddAndEvenPagesHeaderFooter = .F.
    .TwoPagesOnOne = .F.
    .BookFoldPrinting = .F.
    .BookFoldRevPrinting = .F.
    .BookFoldPrintingSheets = 1
    .GutterPos = 0	&& wdGutterPosLeft
ENDWITH

*-- Run the mailmerge
WITH .oWord.ActiveDocument.MailMerge
    .Destination = 0    && New document
    .DataSource.FirstRecord = 1
    .DataSource.LastRecord = RECCOUNT (m.lcData)    && Total number of records of the datasource
    .SuppressBlankLines = .T.
    .Execute ()    && Run the mailmerge
ENDWITH
					
THIS.oWord.Documents(THIS.cMMDocument).Close (0)    && Close the main document

*-- Print each page separatly (this goes inside a loop)
WITH THIS.oWord
    .Activedocument.Sections(m.tnPageNo).Range.Select ()    && Select the page to print
    .Selection.End = .Selection.End - 1    && Remove the end of page marker from the selection
    .ActiveDocument.PrintOut (0, , 1)    && Print the page    <-- THIS IS THE COMMAND THAT SEND WORD IN THE NO MAN LAND
ENDWITH

>Could you please, post your code for merging and printing (or gave me the link to it)?