Windows ME doesn't offer such. Maybe you need an application to do this, but none was mentioned.
Today, I use Open Office from http://www.openoffice.org to do many such procedures. But I don't offer any training on such software.
I have just had my PC upgraded to Windows ME from Windows 98 and can,t find how to create and print address labels any assistance would be appreciated as I am a novice as regards computers and so need to go through each stage slowly .