Create Label using mailmerge

Hi,

I'm trying to create a label using merge field but I can't seem to work it out? I'm currently using CRM7.1SP2

Instead of getting multiple label in one page, I can only get one record per page and other merge field in that page will appear as normal text. Is it can't read the next record merge field?

Thanks in advance,

Natha

My expectation(this one is using mail-merge in word document).

This is the result from CRM.