Not print setup. Click the print button in the PSE print window, then make your paper choice in the menu in the middle of the OS X print window that appears. You may need to click Show Details (10.7 or 10.8) or the arrow to the right of the printer's name (older versions of OS X) to expand the window to see the menu.
Thank you Barbara. I think that I was nervous about hitting th 'Print' button when I knew the settings weren't correct. I followed your instructions and it all came together -- just as you said it would. Much gratitude. Austen