Presumably not completing the merge. You must merge to the printer or to a
new document. See
http://www.gmayor.com/mail_merge_labels_with_word_xp.htm#only_one_page

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Graham Mayor - Word MVP
My web site www.gmayor.com
Word MVP web site http://word.mvps.org
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> When I mail merge, only one page is created - not the entire list of
> 800 people which should be several pages. What am I doing wrong?