This article details a method in which you can add page numbers to your Mail Merge letters and documents. These page numbers will be specific to each record in your batch and reset when the letter for your next record begins.
The page number must be in the header or footer
Header/Footer Page Numbers
The field needed to display the current page number is called a Page field (Insert > Quick Parts > Field > Page). After inserting the Page field, highlight the number and right click in the highlighted area, then choose Format Page Numbers. Once in the page number formatting menu deselect Continue from previous section. This will ensure the page number resets for each record in your batch.
To achieve the format, "Page 1 of 1", we need to insert an additional field which displays the current number of pages in the current section. The field to display total pages in current section is called a SectionPages field (Insert > Quick Parts > Field > SectionPages).