I don't think you can do it using the data entry form in Word MailMerge, but
you don't have to create your data that way - you can use a table in Word
with the field names in the top row and one row for each record, If you
switch to View|Normal, you can stretch the columns horizontally so it's
reasonably easy to work, and you get all the standard Word cut/paste and
table features for duplicating rows and so on.

If you are using Word 2002/2003 and already have a lot of data in your data
source you can get it into Word by creating a "Directory" merge with a 1-row
table with one column for each field. Merge to a new document, then add a
row of column headings.

Once it's in that format, however, you probably won't be able to get it back
into the format that Word 2002/2003 creates.

Peter Jamieson