Entourage Printing Labels From Address Book Group


I am wanting to learn how to print labels from an Entourage address book group. I have looked at two types of tutorials, and neither worked.
The first type suggested printing the labels from inside Entourage by choosing Mailing Labels as the style in the Print Options dialog window. I do not have Mailing Labels as a style in the Print Options dialogue window. The second type suggested exporting the address book and bring the data into Word. It does not allow me to filter the export - exported the whole address book. Also, when open data source in Word, the label fields did not match the number of columns. Please, I am so stuck and it seems that nothing works.
I will appreciate any advice.
Thank you in advance.