Microsoft Word, Excel

Can anyone direct me to a tutorial or explain to me in simple terms how to make address labels with either word or excel? The labels are for mailing out, not for return addy's so each label on the page will be a different name and address.

I need to keep them alphabetical order and be able to edit (add and remove) form the list as needed, keeping them in alphabetical order. This is for a mailing list at work.

I've use Avery in the past and I like it but am unable to keep them in alphabetical order if I have to add an address to the list.