Mailing labels

@Nathan Ong & @Heidi Offel if you want both the mail labels and the mail merge letter, then you have to go all the way through the Add mail merge job function to create the batch of letters and create the list of recipients. Once the letter and list are created, then you'll be able to run the Mail labels for the recipients upon Save. The screenshot in Nathan's post is strictly for the letter/template; next you'll go to the Mail merge tab and click Add to create the job.

If you need the mail labels only, then going straight to an Advanced list (Reporting>Manage Lists>Manage basic and advanced lists) will be faster since you can skip the letter template and Add job function. For any Advanced list you own, you can run Mail labels. Mail labels are entirely based on the list setup - the more specific you are with address filters (like by selecting specific address types), the better.