Thanks very much for your prompt reply, which reassured me that I was on the right path. From having read various Help topics, I suspected that I'd have to use an Excel data source for the numbers. Fortunately, my knowledge of Excel was good enough to know about the drag and drop facility to create automatic sequential numbering, so the data source creation was easy. In the end, it was the mail merge (no surprises?) which proved a tad tricky, but I got there in the end. I've used MM many times and quite happily in Word documents, but for Publisher label format, it was of course a bit different. The important bit that I had to discover for myself was the significance of, after getting to the Print stage, going into Print options, to Publication & Paper Settings, and selecting Multiple Pages per Sheet (& in my case, also "Single-sided" cos my default of duplex printing had come up). But TA-DA!  All is fine now. Thanks very much again.
I’m not sure which version of InDesign first introduced printing Thumbnails like this, but even if yours doesn’t support that, your printer driver may have a similar feature of its own. Check the printer’s own dialog box by clicking “Setup…” near the bottom left corner of the Print dialog and dismissing the warning, then clicking “Preferences…” in Windows’s Print dialog that comes up (I’m not sure how to access this on Mac OS X, but I’m pretty sure there’s an easy way). For instance, on many HP printers, the feature you want is called “Pages per sheet” and has a drop-down offering 1, 2, 4, 9, or 16 pages per sheet. how to numbe using publisher
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