It's not apparent what you mean by 'the header of the active file' in this case. It could be the mailmerge source header, a page header, or something else. That said, see:
• Send Mailmerge Output to Individual Files;
• Split Merged Output to Separate Documents
in in the MailmergeTips and Tricks thread at:
http://www.msofficeforums.com/mail-m...ps-tricks.html
or:
http://windowssecrets.com/forums/sho...ips-amp-Tricks