Best guess is that your layout design or printer options are not correct for what you are trying to print.
What kind of stock are you printing on? An Avery or Avery compatible stock with multiple labels per page? Did you set up a labels layout specifying the Avery number?
Or are you using a label printer that prints one label at a time? (or a dotmatrix printer with a single column continuous roll of labels)
If printing from a label printer, did you specify a page size that is correct for the size of the label being printed?
Did you select "records being browsed" when printing? (I think that's what you meant by: "I do have show all records." but let's be sure.)