Não faço ideia se isso pode ajudar, mas tenho o seguinte:
Sub Merges2Cols()
Dim nbLines As Integer
nbLines = 10 'you'd have to count the number of lines you want to merge
For i = 1 To nbLines
Selection.MoveRight Unit:=wdCharacter, Count:=2, Extend:=wdExtend
Selection.Cells.Merge
Selection.MoveDown Unit:=wdLine, Count:=1
Next
End Sub