Hab mal etwas gebastelt:
Sub AutoNew()
Dim astrPath() As String
Dim strDatendatei As String
astrPath = Split(ThisDocument.PATH, "\")
strDatendatei = ThisDocument.PATH & "\Mitgliedsliste_" & astrPath(UBound(astrPath)) & ".xls"
ActiveDocument.MailMerge.OpenDataSource Name:= _
strDatendatei, _
ConfirmConversions:=False, ReadOnly:=False, LinkToSource:=True, _
AddToRecentFiles:=False, PasswordDocument:="", PasswordTemplate:="", _
WritePasswordDocument:="", WritePasswordTemplate:="", Revert:=False, _
Format:=wdOpenFormatAuto, Connection:= _
"Provider=Microsoft.Jet.OLEDB.4.0;Password="""";User ID=Admin;Data Source=strDatendatei;Mode=Read;Extended Properties=""HDR=YES;IMEX=1;"";Jet OLEDB:System database="""";Jet OLEDB:Registry Path="""";Jet OLEDB:Databas" _
, SQLStatement:="SELECT * FROM `Mitglieder$`", SQLStatement1:="", SubType _
:=wdMergeSubTypeAccess
End Sub