Insert a new paragraph inside a merge field

Hi,

I dont know if somebody asked this before (i've searched about it).

I am trying to insert a new Paragraph inside a merge field using this code:

mergefield.AppendChild(new Paragraph(new Run(new Text("New paragraph"))));

And when I execute my program it works ok, but when I try to open the merged document there is an error related to document format.

So, what am I doing wrong ? Is there any other approach for that ? 

It only works when I do the following:

mergefield.AppendChild(new Run(new Text("New paragraph")));