I wanted to print record 3, 20, 34, and 47 from that database....do I have to send the file to print 4 different times?

You should filter your database so that these records appeared in the browser. Let us use 'US Senators' sample database to show how to filter database records:

1. You can filter them using some data pattern

Say, the First Name file should be 'Michael', add it to the Find Records panel

or

2. set the same group to all these records. Then use the 'View Group Titles' panel to select the group(s) you need.

you can also combine View Groups and Find Records if necessary.

3. Return to your label view, make sure your label has the desired database objects on it, and choose Print>Labels from Database.