So the "essays" tab in the application says:
***
All essays should be double-spaced using 12pt. font. Prepare your attachments offline in separate document files and upload them individually. Please follow the instructions regarding length of each attachment,
and label each page with your name.
***
What's the last part with labels? Do they mean the "labels and envelopes" feature of MS Word?

EDIT: I got a reply from their Admissions Committee - I guess 'headers' for every page are fine. :D
Submitted!