Also, make sure that once loaded, you take up all of the slack in the roll. Obviously do this gently so that you don't damage the surface while re-tightening. And, the "snugger" the roll is while you're getting it to feed in the first instance the better off you'll be with consistent straight feeding. Final thought, make sure your roll adapter is gently but fully seated in its slots before you snug down the retaining screws. On my second P-800 I had to take a flat file to the adapter (VERY GENTLY) to remove plastic flashing from the casting that was causing an interference fit when seating the adapter into the printer. My first P-800 was a perfect fit right out of the box - so there's obviously some variation in the precision of the casting (or injection molding or whatever) of the plastic.
Rand