Here are some notes on running with a template and data file.
Word.Application _wordApp = new Word.Application();
Word.Document oDoc = _wordApp.Documents.Add(@"z:\docs\mergetemplate.dotx");
_wordApp.Visible = true;
oDoc.MailMerge.MainDocumentType = Word.WdMailMergeMainDocType.wdFormLetters;
oDoc.MailMerge.OpenDataSource(@"Z:\Docs\new.csv", false, false, true);
oDoc.MailMerge.Destination = Word.WdMailMergeDestination.wdSendToNewDocument;
oDoc.MailMerge.Execute(false);
The newly created merge file is now the active document, so you can save it:
Word.Document oLetters = _wordApp.ActiveDocument;
oLetters.SaveAs2(@"z:\docs\letters.docx",
Word.WdSaveFormat.wdFormatDocumentDefault);