I need to import a bunch of addresses for Avery 5160 labels.

How can I get Word to take a file in the following format:

~Mr./Mrs. Peter Parker ;171 Perry Ln;Agawam;MA;01001;
~George C. Scott ;1433 S Park Ter;Agawam;MA;01001-2433;
~Thomas C. Pinchon ;22 Flat Hills Rd;Amherst;MA;01002;

...and treat the tilde (~) as a record delimiter, and semicolons ( as field
delimiters for this purpose?

I once saw a dialog in Word where I could specify what character to use
as the record and field delimiters, but cannot locate it now (have
tried "Tools | Letters and Mailings | Mail Merge" and "Tools | Letters
and Mailings | Envelopes and Labels)".