Hi,
You're Welcome!
Merging Cell's or nesting tables are special jobs in Word for which Word has its own tools. (Method Merge/Argument MergeTo)
Merging cells can cause problems if you not follow the rules. I can't explain why it Won't work as well on the first row. (Could be something to do with the fact that Word might see it as a headerrow if using the Range object.. wild guess)
For me it just about using the right tools for the right job. Merge is the right Tool and MergeTo does the job.
Happy coding!