Up until the release of Adobe Photoshop CS4, you could make contact sheets directly in that program. When CS4 came out, the function was moved to Adobe Bridge CS4 so that it can be used with other Creative Suite programs such as Illustrator. The process got a little easier, too, and now the contact sheets can be saved as portable document format files or for the Web.
Open Adobe Bridge CS4 and go to a folder that contains the photos you want to include in your contact sheet. You can do this by using the navigation tool in the upper Toolbar that generally will have the word "Computer" under the Bridge icon. If you click this, your hard drives will appear in the main window of Bridge. Click the hard drive where your photos are stored, then find the folder you want and double-click it.
Switch modes in Bridge from the default "Essentials" to "Output." This will change the window to the "Output" mode and give you a new set of tools in the right-hand palette set. Select "PDF" if it already is not selected as the default at the top of the "Output" tool set. This is the mode for a print of your contact sheet. The other option is "Web Gallery." Beneath the "PDF" selection, are the "Template" options, such as "4_5 Contact Sheet" and "5_8 Contact Sheet." Choose one of these. Next, choose the size of the paper you want to print to under "Document" and set up how many columns and rows and what size the thumbnails should be in "Layout."
Choose the options for final output in the "Overlays" part of the palette. These typically will include the "File Name" and "Extension," but you do not need to include these if you do not want them. Simply click the check box next to each to remove it. Then set the "Font," "Style," "Size" and "Color" of the text to accompany your images. Beneath "Overlays," you can choose other options from "Playback" or add a "Watermark" to protect your images from theft. At the very bottom is "View PDF After Save." If you want to see the contact sheet as a PDF immediately, check the box.
Choose the photos you want included in your contact sheet from the bottom of the main window in the section called Content. You can select contiguous images clicking the first one and then holding the shift key and clicking on the last one. To select non-contiguous images use the command key (Mac) or the alt key (Windows). They will appear in the main window. To see how your contact sheet will look, click the "Refresh Preview" button just under "Template" at the top of the right tool set.
Scroll down to the bottom of the right tool set when you have the contact sheet set up the way you want it and click "Save." In the dialogue box that appears, name your contact sheet and save it to the location you want.