The Paper field is available in the Page One group box, the Continuation Page group box and the Envelopes group box. The options available are determined by the Windows printer driver you are using.

Page One Use this field to specify the paper size that will be used for page one of a statement.
Continuation Page Use this field to specify the paper size that will be used for subsequent pages of multi-page statements.
Envelopes Use this field to specify the envelope size that will be used for the optional envelopes that are printed when final statements are printed. Envelopes are printed if the Print Envelopes check box in the Statement Setup window for the specified printer is selected.