Hi,
I produced a Label Report (using the Wizard) to fit on A4 paper using Avery L7161 Labels (3 x 6). The problem is that the last row of labels on each sheet remains blank - it's only previewing & printing 5 instead of 6 rows per page. With the Report in any view I notice that Page Setup looks as such:
Margins: Top: 8.78mm Bottom: 14.04mm Left: 7.62mm Right: 7.62mm

That 14.04 Bottom margin seems to be causing the problem. Unfortunately, when you manually change it (in any view), it pops back to 14.04 upon closing Page Setup!!!

Figuring it out, both Top & Bottom margins should be 8.7mm.
That way, with each label being 46.6 high you get (8.7*2)+(46.6*6) = 297 (A4 height)
So why isn’t the wizard working or am I being really stupid here?

Does the last row print on the next sheet?

Yes, it goes to the next page.
I now discover, having tried several other size labels, that I get the same problem in all of them! Where is this spurious Page Setup coming from and why I can't I change it.

I had this problem trying to print with two ink jet printers and then tried on a laser. It worked. I think it was because the bottom margin required by the laser was less. The minimum margin that Page Setup would accept for the ink jets was .55" but it took less than .5" for the laser.