A family of Microsoft word processing software products for creating web, email, and print documents.
Ah! The inability to print a specific range is the key piece of information we need. :-)
I suspect the labels were created through mail merge? If so, then each page of labels is separated by a section break. When working with more than one section in a document and you want to print a range of pages you also need to identify the section number. To find the section number for a specific page, make sure the page is active (your insertion point is located somewhere on the page) and take a look at your status bar. You'll see something like "Page 2 Sec 1". Since you're working with labels, determining the section is easy. Page 1 is also section 1, page 2 is also section 2, etc.
So if you want to print pages 3-5, in the Print dialog box, page range, you need to type: s3-s5
Here's an article that provides more information on this topic and examples of how to print specific pages within a section. Note Word 2000 isn't listed but it's still applicable:
"How to print a range of pages in a multiple-section document in Word 2010, Word 2007, and Word 2003"
http://support.microsoft.com/kb/826218
~Beth Melton Microsoft Office MVP