One way to do it
Instead of printing directly from the Envelopes and Labels box, pick Add to Document. This will put place a section break in the document--above the break will be text in an envelope layout. You can use the File|Page Setup to change to your specifications, if necessary (easier to use Options when you are creating the envelope)
When you are ready to print it, go to the file menu and choose print
Print only the page with the envelope info on it. Choose the number you want to print
tj