Another response from Tom Pullum:
You should not use the HR file for this merge. The HR file has one record for each household. Instead, use the PR file, which has one record for every person in the household. The following lines will do the merge. In the output file, the cases with _merge=3 are the women in the IR file. The cases with _merge=1 are the other people in the PR file, that is, the household members other than the women in the IR file.
set more off
* Prepare IR file for merge
use e:\DHS\DHS_data\IR_files\IAIR42FL.dta, clear
gen hv001=v001
gen hv002=v002
gen hvidx=v003
sort hv001 hv002 hvidx
save e:\DHS\DHS_data\scratch\IAIRtemp.dta, replace
* Prepare PR file for merge
use e:\DHS\DHS_data\PR_files\IAPR42FL.dta, clear
sort hv001 hv002 hvidx
* Merge IR with PR
merge hv001 hv002 hvidx using e:\DHS\DHS_data\scratch\IAIRtemp.dta
tab _merge