"Page Setup" is one of the choices under "File" in PC systems running CS4 (Vista 32 bit for me), but it's totally worthless as an entry if your intended printer is, as mine, not the default, which is my fax/printer, as there is no printer choice. The only choices you can make otherwise are paper size, orientation and feed path, with the margin fields grayed out, and no entry.
The other CS4 choice under "file" is the "Print" page, which brings up the image preview, printer choice, centering (unchecking activates the top and left border margins), scaling, color management, and "Page Setup" which thankfully is an entry into your printer driver than back to the useless PS screen above.
But no "Manage Custom Sizes" to be found outside of the driver.
Pete