Are you saying the print too far to one side on the labels? If so, I think that is the printer's fault (and the fault that ProSeries does not give you the option to adjust it).
Sometimes you can use the manual paper feed tray, and just shifting the paper to one side by a few millimeters. If your tray does not have enough wiggle-room, you can cut a few millimeters off the side of the blank page of labels to give yourself more wiggle-room.
You are right Bill. That has been an issue for a lot of folks for a lot of years. Adjusting the paper feed when possible or printing to paper and then photocopying (scoot the sheets over on the glass to line up properly) those sheets to labels are about the only way to "fix it".