In case you are using Windows XP, this should answer your question.
This is from the following webpage:
http://www.pubassist.com/XPCustom_paper_size.htm
In Windows XP, paper sizes are defined in what are called "forms"
which are independent from the printer drivers.
You can define a new form by selecting the "Printers & Faxes" option o
the "Start" menu. From there, click on the "File" menu at the ver
top. Select the "Server Properties" option. On the Properties dialog
you'll see the "Forms" tab. Check the "Creat New Form" box and yo
will be able to update the form name and size fields. Click on "Sav
Form" to save your new form.
In my testing, I created a new form for a 3 inch high by 4 inch wid
label, and named the form, "1Up Shipping Labels".
Now you can select your custom paper size "form" from the propertie
dialog for your printer driver. The specifics on how to do this varie
with each printer, though I believe the paper size can generally b
found under the "Printing Preferences" option. I set up a printe
driver for an Okidata ML393. I right-clicked on the printer icon an
selected "Printing Preferences". (You can get to "Printin
Preferences" from the "Properties" dialog as well.) To get to th
custom paper size I created, I had to click on the "Advanced" butto
beneath the "Layout" tab. There I could select the
paper size, and sure enough, my "1Up Shipping Labels" custom form wa
available for selection. This is not the case for all printer drivers
I tried to select the custom page on my Deskjet printer, and foun
that it wasn't available. Apparently, the driver has the intelligenc
to know what paper sizes won't work
