Why won't data merge allow more than one data source at a time?

I need to number tickets, 8 up on a tabloid page, in InDesign (CS5)

I have found out how to use data merge, but it won't allow me to select more than one data source at a time, therefore, making me use 800 sheets of paper instead of 100. That's not acceptable!! Is there a way to merge the pdfs if I make 8 different ones in the places they need to be? Each file that I export will have 100 pages, so is there a way to merge the files to put all eight tickets on each sheet, sequentially? This is driving me nuts!!!!!!!