The typical way to create mailing labels is to create an Excel spreadsheet full of contact information organized into columns, then begin a mail merge in Word that takes the data from the spreadsheet and reorganizes it into pretty sheets of labels. Microsoft's Word Blog explains how to perform a mail merge if you're at all interested in the terrible experience that awaits you.
It's a difficult task, and both times I've done it, Microsoft Word left out random contacts from the label sheets. It's not a fun process to go through thousands of contacts looking for missing people. In the tutorial video, I'll show you how to create mailing labels from your eEdge myContacts using Avery's Design & Print Online tool.