Hi Mark,
A lot of people have complained about similar problems. I will assume that you are using the Canon print Plug-in, if not ignore this. (I use a Mac by the way, the pc is probably similar).
There can probably be several different causes for your problem but when I had a similar problem this is what I had to do. Under "page setup" there is a section called "paper source" which in this case is roll paper. There is also the button in that section for "roll paper options..." click on that button and a pop-up box will appear. There is an option in that dialog box which reads "No spaces at Top or Bottom (conserve paper)"
If the box is already checked good luck, I haven't helped, but if it isn't checked give it a try.
DDeloof