You can't.
You are going to have to set them up manually (however make sure first that
there isn't an Avery equivalent - many label manufacturers merely make
clones of standard sizes).
Once you have entered the labels manually, you can export the registry entry
that contains them and apply it to other PCs running the same Word version.
(Custom label settings are not transferrable between some Word versions eg
2000 and 2002/3)
HKEY_CURRENT_USER\Software\Microsoft\Office\11.0\Word\Custom Labels

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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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> When choosing a standard label in the letter and label wizard you are
> given a choice of many label brands to chose from. There is a label
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> labels and I'd like to be able to add this functionality to other
> people's versions of word. How can I do this?