My assumption is that printing with a 9500 is very similar to my 9000-2. It's been a while, but I recall being baffled on how to get borderless prints, Join the club.
* As you may or may not know, borderless only works with certain, standard print sizes like 4x6", 5x7", 8x10", Letter, etc.
* These are set from within the print-driver, not necessarily in the application that you are using to make prints.
* Are you using a "Custom Print Size"?
* What software are you using for printing ... Photoshop? Lightroom? PSE? Q-Image?
* HTH, but if not, I can put together some screen-shots from my 9000-2.