Create Mailing Labels in Word 2003 With Mail Merge - How-To Geek Open Word 2003 and click on Tools \ Letters and Mailings \ Mail Merge…. In the Mail Merge menu on the right under Select document type, select Labels. Then click Next: Starting document. From step 2 Click on Label options…. This will bring up a menu allowing you to select the brand and style of the labels you want to print.