best way for incremental number - 0001 - 5000

hi

I am on x8.

i am using print merge to print labels from 0001 - 5000 (around 800 in one sheet) which I will cut later with a blade.

When I do a print merge it takes forever. I mean it seems like its stuck even.  I even reduced the print merge to 1000 and its still taking what seems like forever.

i have 8gb ram so i doubt it is a ram issue. Unless I need to have 16gb. I have an ssd running so that shouldn't be an issue either.

Can someone point me in the right direction.