Set Size groups several records into each generated document in Individual mode, instead of one record per file.
By default, Individual mode puts one record in each document. Set a Set Size of N and each generated document holds N records. The layout is repeated per record inside the document, so the page count multiplies: a one-page layout at Set Size 10 produces a ten-page document; a five-page layout at Set Size 10 produces a fifty-page document.
Put every record in one long document: Grow Mode