In Excel, run a macro containing the following code when the sheet with the data is the active sheet
Sub ProcessData()
Dim i As Long, j As Long, k As Long, m As Long, n As Long
Dim shtSource As Worksheet
Dim shtTarget As Worksheet
Set shtSource = ActiveSheet
Set shtTarget = Worksheets.Add
m = 1
With shtSource.Range("A1")
For k = 0 To .CurrentRegion.Columns.Count - 1
shtTarget.Range("A1").Offset(0, k) = .Offset(0, k)
Next k
For i = 1 To .CurrentRegion.Rows.Count - 1
For n = 0 To 9
For k = 0 To .CurrentRegion.Columns.Count - 1
shtTarget.Range("A1").Offset(i - 1 + n + m, k) = .Offset(i, k)
Next k
Next n
m = m + 9
Next i
End With
End Sub
Set the new sheet created by the above macro as the data source for the Word Mail Merge Main document.
Then, delete all of the labels from the mail merge main document, EXCEPT for the top left label, and then format the document with the appropriate number of "newspaper" style columns (via the Page Setup dialog) and change the type of mail merge main document from the Labels type to the Directory type. Then execute the merge.