Trouble merging envelopes directly to printer in Word 2010

[Involute]

I'm running Word 2010 on Win7 x64. I've merged addresses in an Excel workbook to an envelope document using the standard mail merge wizard. I'd like to print these 10 at a time since that's all I can fit in my printer's feed tray. I click on Finish & Merge and then Print Documents and enter the range to print. Regardless of the starting record I enter, it always starts printing from the first record. I'm using an HP CP2025 Color LaserJet. Any ideas what I'm doing wrong? Thanks.

 

[Irene]

Excerpt taken from here:
Excel Blog - Printing Envelopes Using Excel and Word
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• When everything looks good, you can click on the Finish & Merge dropdown to print your envelopes.
• In the Merge to Printer dialog, I would suggest starting with just the current record to make sure that you have the envelope positioned correctly.
  
  Tip: Cut plain paper the size of the envelope and add marking to show the positioning, then use it for a few trial runs.
  
• When things are printing as expected, you may want to print sets of say 10 envelopes at a time based on your printer using the From __ To: __ choice in the merge to printer dialog.

I hope that helps.