You have to make sure that you print at 100%, not "fit to page" or "fit to margins" or etc. Also make sure you select the right page size, e.g. A4 to match the size of the sheet of labels. The printer driver might complain that it's not going to fit, but that's usually because there are lines that indicate where the labels are and these will extend outside the printable area which doesn't matter because you don't print them.