Problem printing envelope addresses in Word Mail Merge

I'm trying to print out a christmas card list using mail merge in Word. I've entered the names and addresses and the list is fine but when I try to print the addresses on the envelopes, they don't align properly on the envelopes.
I've tried different size envelopes from the list provided by Word but the only two that print properly are the size 6 3/4 and the size 9.
Unfortunately, I cannot find christmas cards that size. I also tried the custom option on the envelope list to size an envelope but that doesn't work either.
On the menu, I've tried manually adjusting the position of the address block instead of using the auto choice but that doesn't work either.
I use an H P C 4700 series printer and I am inserting the envelope properly (along the left side of the paper feed)
I've also downloaded lotus symphony and open office in the hope that the printing would work in their wps but there was a file recognition problem.
I have used Word 2002 and the Microsoft Word Starter 2010 and my printer works fine.
As far as I can see, there isn't an option that I've missed but I could be wrong.
Can someone help?
Thank you,
John Tysz

Thank you for the idea Irene.
John Tysz