Hello,
Sorry you are having problems printing labels. Try this and see if it works: Once you have generated a label, go to your Sales page and click on the View/Edit Shipping Labels icon (resembles a barcode.) You will see the date/time it was purchased and also the tracking # and cost. Click the red PDF icon to open the label in Adobe. From there in Adobe you should be able to choose your printer from the drop-down (if you have more than one). If you have set-up your printer for 4x6" labels it should print out correctly since the PDF created for the label will be that size as well.
Please let us know if that works or if you are still having trouble.