Mail Merge Labels from Excel

Hi,
I'm trying to merge data to print mailing lables (Avery 5160) from within Excel. I'd like to avoid Word if possible.

I've come to almost a complete dead end. I have no code so far, so I'm looking for some direction.

I've found 2 links that may help.

This one is a mail merge for a letter:
http://spreadsheetpage.com/index.php/tip/mail_merge_without_word/

This one outlines my goal, but doesn't include all code or an example:
http://www.asu.edu/data_admin/WUG/9809-IIB.PDF

Any ideas are very much appreciated.