BK and any others who don't know how,
Here is how to do labels in Word.
Open Word,
Go to tools,
Letters and Mailings,
Envelopes and Labels,
Click on the Labels tab,
Options,
Pick the Avery label number that matches what you bought
Click OK
Click New Document
And then you should see the outline of the labels.
Type in the names/address in those spaces and off you go.
You can save those pages.
A merge would be a bit harder for me to tell you how to do. I'm not sure how Word would see your address book. I wouldn't be sure what to tell you to click without my seeing it.