address list in Excel Starter 2010

[chgo29]

I'm running Windows 7 Home Premium on a Dell computer - preloaded with Windows Office 2010 Starter. I'm trying to make an address list with 115 addresses in Excel Starter. It seems like I am forced to make that list in separate "sheets" of 20 addresses per sheet. That means creating 6 separate files for my 115 addresses - 'cause I'll have to "save" each sheet as a separate file to be able to call it up to print. I can "save" the whole 6 sheets as just one file - and all 6 sheets will be there - but when I try to print them as labels (using Avery software) it just prints the first sheet - doesn't move on automatically to the next sheet. I'm just kind of baffled why I can't just create a database with 115 addresses and just run it off as one file. Never used Excel before so maybe I just don't know what I'm doing. Any words of help? Cliff