I don't have George but it sounds like it can't directly do what you want. However, if George has an "export" option as has been mentioned, maybe you can export as a .csv (comma separated values) file, build a more conventional database and import your data into that. You could then use the mailmerge facility in your word processor to print your labels.
It sounds complicated but would only have to be done once and is rather simpler than it actually sounds. The key to it being whether or not George can export data as .csv .