Do you mean you want to save the definition of the label measurements as a
separate file? You can't do that from within Word.

The label definition is saved in the registry of your PC, in the key

HKEY_CURRENT_USER\Software\Microsoft\Office\11.0\W ord\Custom Labels

(replace the 11.0 with 10.0 if you have Office XP, or 9.0 if you have Office
2000). You can use Regedit.exe to export that key to a .reg file, which can
be reloaded on the same or a different PC simply by double-clicking the
file's icon in Windows Explorer.

--
Regards,
Jay Freedman
Microsoft Word MVP FAQ: http://word.mvps.org