Avery 5395 Name Labels

I am trying to put a border around my name labels. Sounds easy. I first
choose Tools Letters and MailingsEnvelopes and Labels. I then select Avery
5395 and click OK. I then click New Document. I then choose FormatBorders
and Shading, then select All, and the Style and Color on the border. Not so
easy though--the borders actually miss the labels on the left-hand and
bottom of the labels in column one and on the right-hand and bottom on the
labels in column two.

How can I get the borders to print evenly just inside the edge of each
label? Is there an easy way to do this? I have tried to create a custom
label. I have tried changing the margins. Everything I do is hit or miss,
and so far I've missed every time.