Finally after months of problems trying to get my Epson R2400 to feed thick printing paper, I've found the solution!!!
Put the 'print feed tray' on the back of the printer, then in the 'page-setup' dialogue box choose A3 Manual-Roll (or A4.... what ever size you want), then feed the paper into the back of the printer manually until you meet a bit of resistance, then keep a slight pressure, for a second, until the printer takes over and takes the paper from you. If you lift the cover flap you will see the ink jets move up and down the rail, while the paper is pulled into the printer. This takes a few seconds, but then you can hit the print button and chill with a cup of tea, while feeling very pleased with your self! :-)
If you need a better explanation with pictures, download the R2400 instruction manual. Just goes to prove, if all else fails, read the manual!
Best Wishes, Iain.