It is difficult to answer this without knowing more about your merge
document, but if you are working from a template then treat the merge as a
form letter merge using the envelope document created from the template
(there are sample templates to download from my web site) and make sure that
the file > page setup > page setup > paper has the correct trays configured
for document.

Signature
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Graham Mayor - Word MVP
My web site www.gmayor.com
Word MVP web site http://word.mvps.org
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> when printing custom merged envelope file, prints only first merged
> envelope and the erro message appers on the printer 41.3 unexpected
> size in tray 1, Load Tray 1 Plain A4- not sure how to get rid of
> error and get all the merged envelope to print?