You don't tell us what system you are using for your
envelopes and labels but if you go to:

http://www.btinternet.com/~kevin.james1/Ralph.htm you will
find some procedures to download that will tell you how to
merge print labels that should print as many pages as you
have addresses depending on the size label you choose.  
These procedures are based on Works 2001 but should work
for either Word or Works word processors of various
versions.

Ralph John