Sub test1()
Const START_ROW As Long = 5       'с какой строки начинать
Const COLUMN_TO_MERGE As Long = 1 'в какой колонке объединять
Const END_COLUMN As Long = 5      'последняя колонка таблицы

Dim RowIndex As Long
Dim LastRow As Long
Dim FirstRow As Long
Dim x
  LastRow = Cells(Rows.Count, COLUMN_TO_MERGE).End(xlUp).Row
  Application.DisplayAlerts = False
  FirstRow = START_ROW
  For RowIndex = START_ROW + 1 To LastRow + 1
    With Cells(RowIndex, COLUMN_TO_MERGE)
      If .Value <> Cells(FirstRow, COLUMN_TO_MERGE).Value Then
        Range(Cells(FirstRow, COLUMN_TO_MERGE), Cells(RowIndex - 1, COLUMN_TO_MERGE)).Merge
        With Range(Cells(FirstRow, COLUMN_TO_MERGE), Cells(RowIndex - 1, END_COLUMN))
          For Each x In Array(xlEdgeBottom, xlEdgeTop, xlEdgeLeft, xlEdgeRight)
            .Borders(x).Weight = xlMedium
          Next
        End With
        FirstRow = RowIndex
      End If
    End With
  Next RowIndex
  Columns(COLUMN_TO_MERGE).HorizontalAlignment = xlCenter

  Application.DisplayAlerts = True
End Sub