Word version?
Versions up to Word 2003 have a label tool - tools > letters and mailings >
envelopes and labels. Select your labels from the many pre-defined labels
types under Options then click New document.
Word 2007 has similar functionality from the Mailings tab.
If you plan to print more labels than will fit on a sheet, see http://www.gmayor.com/mail_merge_labels_with_word_xp.htm or http://www.gmayor.com/merge_labels_with_word_2007.htm
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Graham Mayor - Word MVP