How do I design Avery labels?

You may have an easier time of it if you design the label in PPT (for just the reasons you mention) then copy/paste the entire label design into a Word document for printing to Avery labels.

If you happen to have Corel Draw, I'd use that rather than Word; it's fairly straightforward to print multiple labels per sheet from Draw. 

You could also check http://www.avery.com

They have some kind of online label printing feature; I haven't tried it, but I'm guessing you could create your graphic in PPT, save as an image or other graphics file format, then upload to the avery site for printing.

Have you tried your printer manufacturer website? I have a canon that prints cds and it came with a bit of software called CD label print. You can either use its native design features, or create your design in PowerPoint on a square slide, save as a picture and use that in the printer software. If you see what I mean.

Lucy

If you are designing CD label I would go for a specialist design package - you can get one very cheaply.

We have our CDs printed professionally but the design is done on Sure Thing

Sure Thing (google) is less than $25 and if you need just a few CDs there's a free trial available which may be all you need. Trust me it will save you a lot of heartache!