I assume that you are using a Directory type mail merge main document for
this.  At least that is what you should be using and in that document, you
should have a one row table in the cells of which you insert the merge
fields and the must be nothing else in the document other than the empty
paragraph mark that will follow the table.  If that is how you have the main
document set up, when you execute the merge to a new document, that document
will contain a table with a row of data for each record in the data source.