How do I sort address labels alphabetically? - Microsoft Community At "Mailings" tab choose "Start Mail Merge" and then "Step by Step Mail Merge Wizard.". It will walk you through all the Steps of the Mail Merge. At Step 3, choose "type a new list" and create the "Recipient list" by typing the labels. At Step 3 you will also be able to "Sort" the labels in descending or ascending order.