>>>Not sure I would know how
Here are the instructions for Word 2003. (Other versions of Word are basically similar). They might look a little daunting but they're actually quite easy to follow (I hope!) and you only need to go through the procedure once because you can save the resulting document for future use:
Go to Tools > Letters and Mailings > Envelopes and Labels
Select the Labels tab and ensure that 'Full page of the same label' is selected.
Type your name and address into the blank field.
Drag your cursor across all of the text, to highlight it.
Right click and select 'Paragraph'.
Change the left indentation to 1cm. (That's to prevent the text being printed right to the very edge of the label. Alternatively change 'Alignment' to 'Centred' and/or make any other changes that you require). Click 'OK'
If you want to change the font, again select all of the text by dragging your cursor over it and then select 'Font' to make the required changes.
Click 'Options'.
Change 'Label products' to 'Avery A4 and A5 sizes'
Select 'L7160 - Address' as the Product Number.
Check that the correct tray (where you've put your sheets of labels into) is shown in the 'Tray' field. Click 'OK'
Click 'New Document'.
Then print and (importantly!) save your document, just as you would with anything else created in Word.