If you want a separate line for each record, then run a directory merge to a new document and add the headings to that document.
If you want a separate line for each person then this is a Many to One merge. You could investigate Paul's MailMergeTips at the top of this forum, or you could use
http://www.gmayor.com/ManyToOne.htm and merge into a borderless table (see the example in that link).