Is there a way to regenerate the merge, skipping some messages and starting in the middle?

In Microsoft Word 2003, there is a step in the normal Mail Merge process that allows you to merge to contacts by ticking them. Tick the appropriate contacts before clicking Fax Merge.

Alternatively, make a copy of your current list for backup. Delete the contacts that you have already faxed to. Now you will have a list of people who have not been faxed. Do a Fax Merge to this new list.