What application are you using to print your banner?  In Word (Office 2003) you would go to File/Page Setup and choose the "Paper" tab.   You'll want to choose "Letter Banner" from the "Paper size" drop down list.  Also, if you go to the "Margins" tab you can choose between "Portrait" and "Landscape".  Make sure you reset your options after the banners is complete for regular printing. 

Hopefully this helps!  If not, reply with a few more details and I'll see if I can work through the same problem.