Merge and Cross Referencing

For our consulting company, I manage the contracts for consultants,
and I love using Office to merge in the contract details (from Excel
into Word). Its fast, and crisp. Its awesome.

HOWEVER, when I try to use bookmarks, and cross-references to keep the
page numbers and paragraph numbers straight, even after I insert or
delete paragraphs (because it auto-calculates all that), AFTER I merge
in the information, I get a lot of "bookmarks not defined" all over
the document where I used bookmarks and cross-references.

So, I essentially cannot use the bookmarks and cross-references!

Is this a configuration thing? How can I fix this so I can use BOTH
features/systems?

- Help please!