[Chrislong]

You might be able to create a mailmerge document within the labels page you'll have already got to with the great advice above... infact, I know you can.

It may be more work initially to do, but as long as the mailmerge database holds enough info, you'll be able to save time when you come to do other jobs.

What may also be an idea, is printing directly onto the envelopes - there are settings to do this in word. Just make sure your printer can do it before trying, and that the gum on the envelopes doesn't cause the printer to implode.