Mail merge Excel database to Excel "document"

I use Word Mail Merge to make hundreds of different
documents drawing data from an Excel database file that
contains several hundred rows of data across approx. 220
fields. I need to use a separate Excel file just like a
Word Mail Merge document, that is, withdraw information
from a specific row in the database file into the
Excel "document type" file. I thought it would be easy
using vlookup, but I can't make it work. Is there a way
to make an entire Excel file a mail merge type file? Or,
is there a way to make vlookup work across separate
files? I can't make it work as multiple sheets in the
same file either.
Thanks in advance for any help.
Rick