Word Mail Merge of multi page document to a multi function printer to make 500 ea 8 page magazine.

whenever i try to merge the 8 page document with 500 addresses to the printer directly, it spools everything into a single print queue and tried to print all 4000 pages at once.   

When i try to make an editable merge, i get the same thing.. 4000 pages. 

Any way to create 500 8 page individual pdf's???  

Thanks.

Paul - up late at night