Johannes
I have an Epson 4000 and am printing from a Mac with Leopard and not having any problems.
Bring up the Print box, go to Page Setup, and make sure you select the Epson 4000 from the 'format for' option. Then the roll paper choice is available under paper size. If you do not select the Epson 4000, the roll paper options do not appear.
Jim
PS Yesterday I bought a Canon 6100, so the 4000 will be going!