There may be a problem with permissions for some reason -
Right-click the file that you want to take ownership of, and then click Properties. Click the Security tab, and then click OK on the Security message (if one appears). Click Advanced, and then click the Owner tab. In the Name list, click Administrator, or click the Administrators group, and then click OK.
It is possible for you to create labels in Word if you have it in the "Mailings" tab. If you don't have Word then you could use Open Office which is freeware.