If your mailmerge main document has a header and/or footer, it is simply not possible for the macro to not include those. I have confirmed that in testing. The only difference is that your implementation of the code inserts StrName into the footer before any existing content.
As also advised in the link, you should consider renaming the macro as 'MailMergeToDoc'. That way, it will run automatically when the user clicks on the 'Edit Individual Documents' button.