I just spent the better part of an hour trying to print on a #10 envelope with OpenOffice.org. I don't think the rest of the world should have to suffer through the same ordeal, so here's something that might help if you need to do the same.
The attachment is an OpenOffice.org document where all you have to do is change the address and click the Print button. The diagram below shows how I position the envelope in my HP Photosmart printer. Note that, in the diagram, the part of the envelope where the printer is going to put the address is facing down. The back of the envelope is facing up.
I hope this helps someone out there. If not, then I hope that it helps me in the future.