Charles
Perhaps, I don't have any clever answers for you but a few options that would work. You can save the filtered records into a new excel file and link this to your merge document. Alternatively, you can create another column in your spreadsheet, Type a "Y" in the first row against your first filtered record and then drag then autofill the rest of the filtered records. You can then filter these records out using the query option in the word mail merge wizard to select everything with a "Y" in your new column.
HTH
Matt