When I try to run it, it says

Run-time error '4605':

This method or property is not available because the document is not a
mail merge main document.

When I try to debug it, it shows the line:
objDoc.MailMerge.Execute

When I open the document I always have to open the data source. I
believe this is the reason why this is happening. When it tries to run
the Mail Merge, it doesn't have any data source to use.

Is there a way for the Data Source to Open when I open the document
automatically?

Thank you for all your help,

Jason Baxter