No wonder it does not work. You have not followed the instructions that I
gave you which were:

To do this, first you will need to create a catalog (or in Word XP and
later, it is called "directory") type mailmerge in the maindocument of which
you insert a one row table into the cells of which you insert the field
names from your data source.
If the number of labels required for each record is in the data source,
insert the name of that field in the last cell of the row.  If it is not
contained in the data source, have one empty cell at the end of the row.

Then you execute that merge to a new document.  The new document that is
created will contain a row of data for each record in the data source.  If
the data source did not include a field with the required number of each
label, enter those numbers in the last column of the table in this new
document.

Then with that document as the active document, run a macro that contains
the following code:

Dim i As Long, j As Long, k As Long, numlabels As Long
Dim source As Document
Dim stable As Table, ttable As Table
Dim arow As Row
Dim numrange As Range

Set source = ActiveDocument
Set stable = source.Tables(1)
k = stable.Columns.Count
For i = stable.Rows.Count To 1 Step -1
   Set numrange = stable.Cell(i, k).Range
   numrange.End = numrange.End - 1
   numlabels = Val(numrange.Text)
   If numlabels > 1 Then
       stable.Rows(i).Range.Copy
       For j = 2 To numlabels
           stable.Rows(i).Range.Paste
       Next j
   End If
Next i

This will increase the number of rows of data for each record to the number
of labels that you want.  Now, you must insert a row at the top of this
document and enter the field names into the cells of that row.  Then save
this document and use it as the data source for creating your labels by mail
merge.

Please read the whole thing and do exactly as I have instructed WITHOUT
LEAVING OUT ANY OF THE STEPS.