Before printing sheets of address mailing labels on your printer for the first time you must specify their dimensions. This has to be carried out only for each label type you use.
From the Env/Label form:
When previewing you can elect to print a single page only using the Print Pages toolbar option.
Tip: You should never put labels through your printer a second time as the possibility of a label getting stuck on a roller increases which can be extremely costly to remedy.