Nothing difficult about this? See
http://www.gmayor.com/mail_merge_labels_with_word_xp.htm

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Graham Mayor - Word MVP
My web site www.gmayor.com
Word MVP web site http://word.mvps.org
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> I need to use mail merge to print over 500 labels and include both the
> address of the recipient and also the return address. I have found
> several templates but when I attempt to merge my data, the process
> erases all data on the document.