Help I am going crazy I am trying to merge a label list excel to w

I do all the things that help said to and it will not go in, nothing shows up 
on the labels I have a list set up in excel and I can not get it into word as 
mailing labels it is driving me crazy. I tried it as a worksheet and as a 
list. 
I open excel and enter it, as follows
Frodo frank 2541 west St. Hobbit pa 19130 
I saved it as both a work sheet and tried it as a list, as well at a 
different time. and tried both ways.
I have 600 names and adresses on my full list.
I need an exact step by step way to merge from excel 2003 into word 2003 
labels avery label # 5160 thats a 30 label page. I have tried to do it the 
way help says to do it and the labels come up blank and it does not help. 
Please do not refer me to help pages, I need a step by step directions. As in 
save it as ------ data base and so on. any help will be tremendously 
appreciated. I tried all their help pages no good.
Archer

Well, I /am/ going to refer you to two excellent pages by Graham Mayor which 
may help, depending on exactly where you are starting from and what problems 
you face:

 http://www.**--****.com/ 

and

 http://www.**--****.com/ 

If those do not help, the first thing I need to know is how you have set up 
your Excel sheet.
 a. Are you putting a complete address into a single cell, or are you 
putting each bit of the address into a different column?
 b. Does the first row contain column headings? e.g.
Address (if the complete address is in a single column)
or something like
Surname Forename Street City State ZIP
(if each part of the address is in a separate column)

Peter Jamieson