Set the width and height of your custom paper size. ALWAYS set the smaller sheet dimension to width and larger to height.
Name the size and click OK. It will be available in the Paper Size listing above for future print jobs.
The custom size will now be available for your use in the paper size drop down menu.
Set the media type, quality, and color controls in the printer driver and click OK to go back to the Photoshop print dialog and preview.
Triple check that Select Paper Size is set to "Custom..." and Select Print Size is set to "Actual Size...", where the actual size is the custom size you just defined.
Once you verify the above you can proceed and make a print.