How do I print on special paper, labels, or transparencies?
To print on special paper, go to File > Print, select the product, click Properties or Preferences, then click the Paper/Quality tab. From the Paper type drop-down list, click 'More...', expand the Type is options, and select the appropriate paper type. Note that labels and transparencies are found under the 'Other options' category.
From the official HP Laserjet M1530 Multifunction Printer manual, page 2
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