Word isn't designed for this but see Cindy Meister's article at

http://homepage.swissonline.ch/cindymeister/

go to Mailmerge FAQ, Special merges, "multiple items per condition".

If you have Access, a better way to do this would probably be to store your
data in Access, or import it or link to it, and use Access reporting
instead. Logically, you would need to separate your data into two tables.
More up-front work though!

If you use a Catalog (or in Word XP and later, a Directory) type mailmerge
main document with the merge fields in the cells of a single row table in
the mailmerge main document with the "key" field in the first column, and
then you execute that merge to a new document and run the following macro on
that document, it will produce a result similar to that which you are after:

' Macro created by Doug Robbins to create multiple items per condition from
a directory type mailmerge

Dim source As Document, target As Document, scat As Range, tcat As Range
Dim data As Range, stab As Table, ttab As Table
Dim i As Long, j As Long, k As Long, n As Long
Set source = ActiveDocument
Set target = Documents.Add
Set stab = source.Tables(1)
k = stab.Columns.Count
Set ttab = target.Tables.Add(Range:=Selection.Range, numrows:=1,
numcolumns:=k - 1)
Set scat = stab.Cell(1, 1).Range
scat.End = scat.End - 1
ttab.Cell(1, 1).Range = scat
j = ttab.Rows.Count
For i = 1 To stab.Rows.Count
   Set tcat = ttab.Cell(j, 1).Range
   tcat.End = tcat.End - 1
   Set scat = stab.Cell(i, 1).Range
   scat.End = scat.End - 1
   If scat <> tcat Then
       ttab.Rows.Add
       j = ttab.Rows.Count
       ttab.Cell(j, 1).Range = scat
       ttab.Rows.Add
       For n = 2 To k
           Set data = stab.Cell(i, n).Range
           data.End = data.End - 1
           ttab.Cell(ttab.Rows.Count, n - 1).Range = data
       Next n
   Else
       ttab.Rows.Add
       For n = 2 To k
           Set data = stab.Cell(i, n).Range
           data.End = data.End - 1
           ttab.Cell(ttab.Rows.Count, n - 1).Range = data
       Next n
   End If
Next i

In the spreadsheet list the employee data, but have
columns named "CoachingIssue1" "Coaching Issue2", etc.