After completing the Labels Assistant the following dialog box appears: "Be sure to select "No gaps between pages" in Page Setup - Options (in the File menu)." However, this option does not appear in Page Setup.
Solution
This message applies to form feed printers, such as the ImageWriter. If you are not using a form feed printer, you may safely ignore this message. If you are using a form feed printer, follow the instructions in the dialog box to ensure that labels print correctly.