You neglected to say where these addresses currently reside.

This I actually know how to do.  First, you need to have all individuals
entered into your contacts section of outlook.  Once you have that done,
while remaining in your contacts screen, click on the little arrow next to
"New".  A banner will drop down showing "Contact" first, then "Distribution
List".  Click on "Distribution List" and a new field will pop up.  Under
"Name", type the title of your list (i.e. "office", "kids softball team"
etc).  Then, click on "Select Members" and add in the e-mails of the folks
you want to include.  When finished, hit "Save and Close".  You will find the
list alphabetically with the rest of your contacts.  Just for reference, I
use Microsoft Office XP for Small Business.  I would think that other
versions would be similar.  Good luck.