If you run the following macro when you have setup your label type mailmerge
main document, it will ask you how many labels have been used on the first
sheet and then it will insert the necessary number of blank records into the
data source and then execute the merge to a new document which you can then
print out onto your labels.

It is designed for use when the data source is a table in a Word document.
If your datasource is in some other format, use a catalog or directory type
mailmerge to get it into the form of a Word document and use that Word
document instead of your original data source.

Macro to set the first label on a part sheet of labels for a label type
mailmerge.
Dim MMMDoc As Document
Dim dsource As Document
Dim dtable As Table
Dim i As Long, j As Long
Set MMMDoc = ActiveDocument
With MMMDoc.MailMerge
   If .MainDocumentType = wdMailingLabels Then
       If .State = wdMainAndDataSource Then
           Set dsource = Documents.Open(.DataSource.Name)
           Set dtable = dsource.Tables(1)
           i = InputBox("Enter the number of labels that have already been
used on the sheet.", "Set Starting Label")
           If IsNumeric(i) Then
               With dtable
                   For j = 1 To i
                       .Rows.Add BeforeRow:=.Rows(2)
                   Next j
               End With
           End If
           .Destination = wdSendToNewDocument
           .Execute
       End If
   End If
End With
dsource.Close wdDoNotSaveChanges