Thank you for your post.
Yes, the LabelsUS.flb file is used to read the different label formats. If you are getting <No labels installed> in the pop-up, then FileMaker Pro 9 is either not reading this file correctly, or the file is corrupt. I would try replacing this file from the original CD. If you purchased this electronically, then you would need to reinstall FileMaker Pro 9.
If you continue to run into difficulty, then please tell me more about your computer, operating system, memory, etc.