Epson 925 - Manual (Page 20)

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5. Insert the roll paper holder adapter into the slot at the rear of
the printer, then attach the roll paper holder to the adapter.
6. Gently insert the end of the paper into the printers as far as it
will go, flush with the right edge guide. Slide the left edge
guide against the left edge of the printer.
7. To load the paper correctly, you must hold the paper in place
with your hand while you press the z roll paper button. The
paper will feed into the printer.