If you want the next record to appear on the same page, use the {NEXT} field after all the fields for the first record. For example,
{MERGEFIELD Name} {MERGEFIELD Address}
{NEXT}{MERGEFIELD Name} {MERGEFIELD Address}
{NEXT}{MERGEFIELD Name} {MERGEFIELD Address}
{NEXT}{MERGEFIELD Name} {MERGEFIELD Address}
The only limitation you need to be aware of here is that if you have more records than you've allowed for in your document, you'll still get the section break. So in the sample I've shown above, if there were more than 4 records, Word would insert a section break and records 5-8 would appear on the next page.