What happens if you merge to a new document?
See if http://www.gmayor.com/mail_merge_labels_with_word_xp.htm helps cast
light on the problem.

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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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> Using an excel data file to merge into address labels, only the first
> data record merges to the printer. Any suggestions on this problem or
> is there a glitch in Word 2003