Try this - instead of the original.

[VBA]
Sub CreateDocAndEMail()
Dim myRange As Word.Range
Dim DocName As String
Dim MailTo As String

Dim appOL 'As Outlook.Application
Dim E_Mail 'As Outlook.MailItem
Dim Needed 'As Outlook.Inspector

Set appOL = CreateObject("Outlook.Application")

Letters = ActiveDocument.Sections.Count
For Counter = 1 To Letters
Set myRange = ActiveDocument.Paragraphs(1).Range
myRange.MoveEnd wdCharacter, -1
DocName = "D:\My Documents\Test\Merge\" & myRange.Text & ".doc"
myRange.Paragraphs(1).Range.Delete
ActiveDocument.Sections.First.Range.Cut
With Documents.Add
.Range.Paste
Set myRange = .Paragraphs(.Paragraphs.Count - 2).Range
myRange.MoveEnd wdCharacter, -1
If InStr(myRange.Text, "@") Then
MailTo = myRange.Text
Else
MailTo = ""
End If
.SaveAs FileName:=DocName, FileFormat:=wdFormatDocument
.Close
End With

If MailTo <> "" Then
Set E_Mail = appOL.CreateItem(olMailItem)
Set Needed = E_Mail.GetInspector
E_Mail.Recipients.Add "User@Example.com"
E_Mail.Subject = "ILS Training Document"
E_Mail.Attachments.Add DocName
E_Mail.Send
End If

Next
Set Needed = Nothing
Set E_Mail = Nothing
Set appOL = Nothing
End Sub
[/VBA]
It will save each document in turn and, if there is an email address, email the saved document to it. You might want to add something to tell you about those it hasn't been able to mail.