On the Tools menu select Envelopes and Labels (in Word 2002 and 2003, it's
Tools | Letters and Mailings | Envelopes and Labels). On the Labels tab,
click Options. Select "Avery A4 and A5 sizes" under "Label products," then
scroll down to "J8165 - Parcel" under "Product number." Click OK, then New
Document. This will give you a sheet of labels. They're formatted as a
table, so be sure you have table gridlines displayed (Table | Show
Gridlines) so you can see the label boundaries.
If you have a lot of labels to do (more than one sheet), which is likely,
you'll want to use a mail merge. See these articles:
How to create a Mail merge
http://word.mvps.org/FAQs/MailMerge/CreateAMailMerge.htm
Creating a mail merge Data Source
http://word.mvps.org/FAQs/MailMerge/CreateADataSource.htm
Mail merge labels with Word XP
http://www.gmayor.com/mail_merge_labels_with_word_xp.htm
