Try doing it from the Product Receipt dialog form rather than from the Receipt List. When you do so, it will launch another dialog box where you can select the report format and other information to be printed (see below).
I have never used these labels. With Warehouse Management, you can print labels when receiving the PO line with the mobile device. If you are not using Warehouse Management, then the option on Product Receipt is probably the way to go but you might need to create a new report that corresponds to your desired format and content.
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