Dale,
This is assuming you're going to enter the information yourself and are not
merging from another document.
1. Go to the labels page (In Word 2003, the path is TOOLS, LETTERS AND
MAILINGS, ENVELOPES AND LABELS, LABELS).
2. Choose whatever size label you are using.
3. Click on NEW DOCUMENT on the right-hand side.
4. Type whatever information you need in each label. Use the TAB key to
move between labels. (Note: The TAB key also stops in the middle of the
page; don't type there. Just tab once more and you'll get to the next label.)
I hope this helped.
Cyathea