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Sorting the letters should be done before the Word file is created. Unfortunately, you don't say how that is done. So I can only say how it should be done:-
There should be a list of customers (name, address, account No.) and check numbers. Then there should be a template containing the letter text. Using MailMerge the letters are then created, either sending them directly to the printer or to a file, and that would be the file that you mention.
In the customer list, each customer name is associated with a check number. Obviously, if you would change the sequence of the names (with the related check numbers) to match the sequence of your checks the target would be reached. But this would have to be done before merging the list with the letter text.
The attached workbook demonstrates how this could be done using Excel. It also contains precise instructions how to do it. The workbook prepares a list which you can then use in MailMerge to print letters in the sequence in which the checks are.