Create two different conditional mailings: one for headers/footers that contain the desired content, and one for headers/footers that do not contain the desired content 

This is necessary even if the problem condition is not included in that particular merge. If the first letter contains content in the header/footer and the conditional mail merge is run without the first condition producing a letter, subsequent letters will display with the content even if they do not actually contain the content because Word pulls the margin from the first letter listed.