You haven't said what application you are using to print your photos. If printing from the Windows Pictures and Fax Viewer, after selecting the pictures to be printed, you'll be presented with a Printing Options dialog. Click the Printing Preferences button (Some applications will have a Printer Properties button).
You'll now be presented with a dialog that is specific to your printer, but for example, with my HP CP1215, the first page asks for the size of paper (defaulted to A4). Click the dropdown arrow to the right and choose the correct paper size. The next page allows you to select the type of paper (eg Photo Glossy, etc).
Click OK when done.
Then continue with the printing operation as normal. Printing envelopes is essential the same.