Are you trying to make a custom rolodex for your business (promotion to send to clients) or just organizing your address book?
if the former, I'd look into BlanksUSA or Avery for 3up rolodex cards you can print on a regular printer. They are usually die cut so you punch out the card after.
If the latter, why not just print out your addresses 12up on letter paper, cut up, and then staple to rolodex cards?