I just wanted to clarify something since I hate to see people thinking they're doing something wrong when they're doing it right.
Here's an example using labels.á This is how it's supposed to look. You won't see the data onscreen, you'll see the field names like first name. When you print, the correct data will appear.
If you don't know want to print all the data, you can pick the ones you want in thisá window. Just choose File > Print, click yes that you want to print a form letter, and then select the records you want in this window. Select the first record, hold down Ctrl and select the next one, and so on.
Or specify a range.
Then just click OK.